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Find the stationary distribution

  1. Nov 7, 2011 #1
    hi here is the question and i dont know how to solve it.
    a transition matrix P is called doubly stochastic if not only its rows sum up to one, but also its columns. In exact terms, P=(pij) which i,j is the elements of E is called doubly stochastic if
    pij is greater or equal to 0 and the sum of pik=1 and the sum of pkj=1
    for all i,j elements E.
    and X=(Xn:n is elements of natural number) be an irreducible homogeneous Markov chain with a doubly stochastic transition matrix P. Assume that the state space E is finite. Determine the stationary distribution for X.

    So how could i actually solve this question????please help and many thanks.
  2. jcsd
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