Revision as of 03:33, 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> 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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Jun 09'24
Exercise
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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.