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Topic: Proof of Theorem, help.
Replies: 1   Last Post: Jun 25, 1996 9:17 AM

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Rogerio Brito

Posts: 122
Registered: 12/12/04
Proof of Theorem, help.
Posted: Jun 21, 1996 10:59 AM
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Hello, All.

I'd like to know how can I prove the theorem that says
that given an ergodic aperiodic Markov Chain, it has
limiting probabilities that are independent of the
starting state.

Any references are welcome too.



Thank you very much, Roger...


P.S.: I have a book about Stochastic Processes, but it doesnt
has the proof: only states the theorem. The book is written by
Sheldon Ross and is "Introduction to Probability Models".

--
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Rogerio Brito - Computer Science Student - University of Sao Paulo
e-mail: rbrito@ime.usp.br - home page: http://www.ime.usp.br/~rbrito
"Windows? Linux and X!" - Member of Linux Users Group in Brazil
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