Answered: EXERCISE 3.1. Let be an irreducible… | bartleby

Elementary Linear Algebra (MindTap Course List)

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter5: Inner Product Spaces

Section5.CM: Cumulative Review

Problem 13CM

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V7

EXERCISE 3.1. Let V be an irreducible transition matrix on X, and let a be a
probability distribution on X. Show that the transition matrix
V(1, y)
T(y)V (y.1)
T(2)V(1,y)
if y + x,
P(r, y) =
1- E ♥(r, z)
if y = r
(z*z)4(r)
defines a reversible Markov chain with stationary distribution n.

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