Re: Show the limit of a discrete markov chain's distribution converge to a continuous
How do you get the expression in part b)?
If you are following the hints, you should try to evaluate the CDF of first and take . Although I have not calculate it, the expression you put down here does not like the CDF of a geometric distribution.
Re: Show the limit of a discrete markov chain's distribution converge to a continuous
One of the main things bothering me is that the denominator inside the brackets is N whilst the exponent is x, the two being different meaning I can't use what I thought i needed to use in my previous post
Re: Show the limit of a discrete markov chain's distribution converge to a continuous
Thank you for teaching me that, it makes sense. I worked through the problem like before and now was able to reach the CDF of the exponential distribution as I wanted