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Partition Theorem and Markov Chains
Suppose a Markov chain has $s$ states, $S = {1, 2, . . . , s}$, with PTM $P =$ ($p_{ij}$). That is, $p_{ij} = P[X_{n+1} = j | X_n = i]$. Use the Partition Theorem to verify that if $X_n ∼ ν$, then $X_{...
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