Markov Chain | Formula, Application & Examples
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Consider the discrete-time Markov chain formulated in homework ... | Filo
Consider the discrete-time Markov chain formulated in homework ... | …
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Exercise: Steady-state behavior2 points possible (ungraded)In the previous video, we have seen that for a homogeneous discrete-time Markov chain with m states and one aperiodic recurrent class, thesteady-state probabilities π1, …, can be found as the unique solution to the balance equations= ∑k pkj j = 1, …, m,∑j=1^m = 1.In order to derive this system of equations, we have used one type of recursion for rij(n). Inspired by the fact that there are many ways to writesuch recursions, let us see if
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