BBy Bot
Jun 09'24
Exercise
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].
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].