Blog

i have proof question that i cant seem to understand why it is true, it goes like this: For a finite ergodic markov chain Xn with J states (1,2,..,J) and transition matrix P. show that if we find vector (X1,X2,..,XJ) such that SUM(Xi)=1 and XiPij=XjPji for every i,j then (X1,X2,..,XJ) is the stationary distribution. now,Read more