4.
Let (
X
n
, n
≥
0) be a finitestate irreducible Markov chain with transition
matrix
P
. Let
f
be a nonconstant realvalued function and 0
< λ <
1 be
such that
∑
j
p
ij
f
(
j
) =
λf
(
i
)
∀
i
.
(i) Show that
λ
This is the end of the preview.
Sign up
to
access the rest of the document.
 Spring '09
 Reed
 Markov chain, matrix P. Let, ﬁnitestate irreducible Markov

Click to edit the document details