Hi all,
I'm struggling with the end of chapter 2 summary question 2.9 (page 124), please can someone help?
All parts are fine, except from the last part "Explain whether or not the process will converge to a stationary distribution given that it is in State 1 at time 0. If it does converge, determine the stationary distribution." for chain 2. there are two things i don't understand about this, which i cant seem to find in the notes:
1) I am able to find the right answer, i understand that the chain is aperiodic and so will converge BUT the solutions use a method of "symmetry" to find the stationary distribution - has anyone heard of this that could explain this to me?
2) i don't understand what the relevance of being in "state 1 at time 0" is - can we not just find the stationary distribution of process as we normally do?
I'm struggling with the end of chapter 2 summary question 2.9 (page 124), please can someone help?
All parts are fine, except from the last part "Explain whether or not the process will converge to a stationary distribution given that it is in State 1 at time 0. If it does converge, determine the stationary distribution." for chain 2. there are two things i don't understand about this, which i cant seem to find in the notes:
1) I am able to find the right answer, i understand that the chain is aperiodic and so will converge BUT the solutions use a method of "symmetry" to find the stationary distribution - has anyone heard of this that could explain this to me?
2) i don't understand what the relevance of being in "state 1 at time 0" is - can we not just find the stationary distribution of process as we normally do?