Tuesday, April 10, 2007
I completed the other half of the exercise now. So two exercises are now done.
I have now completed the second half of a problem concerning communicating classes of a markov chain transition probability matrix. What we do is this: "For state
we evaluate
for all
. and any
and at the same time evaluate
for any
. If we can show that
for any
and also that
for any
we have shown that the states
and
communicate. This allows us to establish which states communicate and then grouping all states by ability to communicate allows us to establish the different classes of states.
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