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(Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Let <math>\mat{P}</math> be the transition matrix of an ergodic Markov chain and <math>\mat{P}^*</math> the reverse transition matrix. Show that they have the same fixed probability vector <math>\mat{w}</math>.") |
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Let <math>\mat{P}</math> be the transition matrix of an ergodic Markov chain and <math>\mat{P}^*</math> the reverse transition matrix. Show that they have the same fixed probability vector <math>\mat{w}</math>. | |||
Markov | |||
chain and <math>\mat{P}^*</math> the reverse transition matrix. Show that they have the | |||
same | |||
fixed probability vector <math>\mat{w}</math>. | |||
Latest revision as of 02:26, 15 June 2024
Let [math]\mat{P}[/math] be the transition matrix of an ergodic Markov chain and [math]\mat{P}^*[/math] the reverse transition matrix. Show that they have the same fixed probability vector [math]\mat{w}[/math].