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Unformatted text preview: achieved when p 10 = p 01 = 1 / 2, in which case the process is actually i.i.d. (c) The stationary distribution of the Markov chain is given by μ = 1 p + 1 , μ 1 = p p + 1 . For this twostate Markov chain, H ( X ) = H ( X 2  X 1 ) = μ H ( p ) + μ 1 H (1) = H ( p ) / (1 + p ) . (d) Di±erentiating H ( X ) = H ( p ) / (1 + p ), we get p max = (3√ 5) 2 and H ( X ) = log √ 5+1 2 . 2...
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 Spring '09
 PADOS
 Calculus, Derivative, Stochastic process, Markov chain, Xn

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