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Mathematics, 25.12.2019 07:31 lovelylife7553
Let p(1) and p2) denote transition probability matrices for ergodic markov chains having the same state space. let π1 and π2 denote the stationary (limiting) probability vectors for the two chains. consider a process defined as follows (a) x0 1 . a coin is then flipped and if it comes up heads, then the remaining states x1. are obtained from the transition probability matrix p1) and if tails from the matrix p(2). 1s (xn)a20 a markov chain? if p : = p[coin comes up heads], what is lim px,-i? (b) = 1. at each stage the coin is flipped and if it comes up heads, then the next state is chosen according to p1) and if tails comes up, then it is chosen according to p(2). in this case do the successive states constitute a markov chain? if so determine the transition probabilities. show by a counterexample that the limiting probabilities are not the same as in part (a)
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Let p(1) and p2) denote transition probability matrices for ergodic markov chains having the same st...
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