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(n) If P is the tpm of a homogeneous Markov chain, then the n-step tpm P™ is equal to P". i.e., = [P"] = [P;]" %3D

(n) If P is the tpm of a homogeneous Markov chain, then the n-step tpm P™ is equal to P". i.e., = [P"] = [P;]" %3D

Elementary Linear Algebra (MindTap Course List)
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter4: Vector Spaces
Section4.7: Cooridinates And Change Of Basis
Problem 57E
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Prove the property

(n) If P is the tpm of a homogeneous Markov chain, then the n-step tpmP"is equal to P". i.e., = [P,"] = [Pg]" %3D %3D
Transcribed Image Text:(n) If P is the tpm of a homogeneous Markov chain, then the n-step tpmP"is equal to P". i.e., = [P,"] = [Pg]" %3D %3D
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