There are n states and for each pair of states i and j, a positive number d ij = d ji is given. A particle moves from state to state in the following manner: Given that the particle is in any state i,...




There are n states and for each pair of states i and j, a positive number dij
= dji
is given. A particle moves from state to state in the following manner: Given that the particle is in any state i, it will next move to any j ≠ i with probability Pij
given by

Assume that Pii
= 0 for all i. Show that the sequence of positions is a reversible Markov chain and find the limiting probabilities.




May 08, 2022
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