October 2014
Intermediate to advanced
576 pages
14h 32m
English
Content preview from Probability and Stochastic Processes
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12.4 Characterization of States for a Markov Chain. Stationary Distribution.
Before we give the main theorem of this chapter, we need to introduce several new concepts.
A reducible chain may be split into two or more classes.
or equivalently, 
, where 
denotes the transposition operation. Thus, if you like the linear algebra language better, 
is an eigenvector of 
corresponding ...
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