Grinstead-Snell-Probability · Problem 11.4.2

Markov Chains

Mathematics · fundamental-limit-theorem-limiting-vector

Problem

Let

\mathbf{P}

be a regular

r \times r

transition matrix and

\mathbf{y}

any

r

-component column vector. Show that the value of the limiting constant vector for

\mathbf{P}^n\mathbf{y}

\mathbf{w}\mathbf{y}