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