exercise:B3564f8ab9: Difference between revisions
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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> Consider the Markov chain with transition matrix of Exercise \ref{exer 11.3.3}, with <math>a = 0</math> and <math>b = 1/2</math>. Compute directly the unique fixed probability vector, and use your result to prove that the chain is not ergodic.") |
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\newcommand{\mathds}{\mathbb}</math></div> Consider the Markov chain with transition matrix of | \newcommand{\mathds}{\mathbb}</math></div> Consider the Markov chain with transition matrix of [[exercise:958c6ba2a8|Exercise]], with <math>a = 0</math> and <math>b = 1/2</math>. Compute directly the unique fixed probability vector, and use your result to prove that the chain is not ergodic. | ||
Exercise | |||
probability vector, | |||
and use your result to prove that the chain is not ergodic. | |||
Latest revision as of 22:50, 17 June 2024
[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]
Consider the Markov chain with transition matrix of Exercise, with [math]a = 0[/math] and [math]b = 1/2[/math]. Compute directly the unique fixed probability vector, and use your result to prove that the chain is not ergodic.