freebird2008
03-04-2009, 12:51 PM
I have been given a problem like this:
Find the limit of p^2n as n --> infinity.
Our matrix p =
| 0 0 1/4 1/2 |
| 0 0 3/4 1/2 |
| 3/5 1/5 0 0 |
| 2/5 4/5 0 0 |
Basically, I need to prove the limit of p^2n = pi as n --> infinity. Where pi is the stationary distribution. I've been told this can be proved by induction.
Any ideas?
Find the limit of p^2n as n --> infinity.
Our matrix p =
| 0 0 1/4 1/2 |
| 0 0 3/4 1/2 |
| 3/5 1/5 0 0 |
| 2/5 4/5 0 0 |
Basically, I need to prove the limit of p^2n = pi as n --> infinity. Where pi is the stationary distribution. I've been told this can be proved by induction.
Any ideas?