Consider a reversible Markov chain with transition probabilities P ij and limiting probabilities π i . Also consider the same chain truncated to the states 0, 1, . . . , M. That is, the transition...

Consider a reversible Markov chain with transition probabilities P_ij
and limiting probabilities π_i. Also consider the same chain truncated to the states 0, 1, . . . , M. That is, the transition probabilities {P0 ij} of the truncated chain are