Revision as of 02:34, 9 June 2024 by Bot (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> Prove that if <math>\mat{P}</math> is the transition matrix of an ergodic chain, then <math>(1/2)(\mat {I} + \mat {P})</math> is the transition matrix of a regular chain. '' Hint'': Use Exercise Exercise.")
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Jun 09'24

Exercise

[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]

Prove that if [math]\mat{P}[/math] is the transition matrix of an

ergodic chain, then [math](1/2)(\mat {I} + \mat {P})[/math] is the transition matrix of a regular chain. Hint: Use Exercise Exercise.