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Let X be a Markov chain on S, and let I S" (0, 1). Show that the distribution of i}, is identical to the distribution 1} n {Xn Xn, Xn+1,..., conditional on {I (X₁,..., Xn) of Xn, Xn+1,... conditional on {Xn = i}. = =

Let X be a Markov chain on S, and let I S" (0, 1). Show that the distribution of i}, is identical to the distribution 1} n {Xn Xn, Xn+1,..., conditional on {I (X₁,..., Xn) of Xn, Xn+1,... conditional on {Xn = i}. = =

Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 12EQ: 12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction...
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Let X be a Markov chain on S, and let I: S" {0, 1}. Show that the distribution of Xn, Xn+1,..., conditional on {I (X₁,..., Xn) = 1} n {Xn = i}, is identical to the distribution of Xn, Xn+1,... conditional on {Xn = i}.
Transcribed Image Text:Let X be a Markov chain on S, and let I: S" {0, 1}. Show that the distribution of Xn, Xn+1,..., conditional on {I (X₁,..., Xn) = 1} n {Xn = i}, is identical to the distribution of Xn, Xn+1,... conditional on {Xn = i}.
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