We are given two states 1,2 in an irreducible and positive recurrent Markov chain, and their stationary probabilities [tex]\pi_1[/tex] and [tex]\pi_2[/tex] respectively, try to characterise in general the probability (distribution) of the number of visits in state 2 after two consecutive visits in state 1.(adsbygoogle = window.adsbygoogle || []).push({});

Any hints?

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# Stationary probabilities.(Markov chain).

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