A path of length k in a Markov chain {X,,n= 0,1,...} is a sequence of states visited from step n to step n+k. Let pij be the transition probability from state i to state j. Show that starting from state i,, the probability that the chain follows a particular path i, - in - innz -... - it is given by %3D n+1 n+2 = Pda Piatar (": = "x | **! = **X…* = *"x = "X)d ...

A path of length k in a Markov chain {X,,n= 0,1,...} is a sequence of states visited from step n to step n+k. Let pij be the transition probability from state i to state j. Show that starting from state i,, the probability that the chain follows a particular path i, - in - innz -... - it is given by %3D n+1 n+2 = Pda Piatar (": = "x | ! = X…* = *"x = "X)d ...

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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