p11=1-a, p12=a, p21=b, p22=1-b. In other words,
If a=1-b, then the state X1, X2, ... are independently identically distributed random variables with P{Xn=0}=b and P{Xn=1}=a.
http://www.rslabntu.net/Random_Processes/Chapter_2.pdf
2012年5月14日月曜日
Special Markov Chain (IID Case)
Let P be the transition matrix of the two state Markov chain, where
p11=1-a, p12=a, p21=b, p22=1-b. In other words,
If a=1-b, then the state X1, X2, ... are independently identically distributed random variables with P{Xn=0}=b and P{Xn=1}=a.
http://www.rslabntu.net/Random_Processes/Chapter_2.pdf
p11=1-a, p12=a, p21=b, p22=1-b. In other words,
If a=1-b, then the state X1, X2, ... are independently identically distributed random variables with P{Xn=0}=b and P{Xn=1}=a.
http://www.rslabntu.net/Random_Processes/Chapter_2.pdf
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