Ben Crain
2009-07-24 06:35:00
Nice to see BelmontClub up on his Markov chains. For the uninitiated: Pij = probability that the process, being in state i, will, on the next move, go to state j. (Sometimes the notation is reversed: prob of going to i from j.) Thus Pii = probability of staying put (going from state i to state i). If Pii = 1, the process is stuck in state i forever.








