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Q135Section III (Statistics)135 of 145

A doubly stochastic two-state chain has the uniform stationary law

Let {Xn}\{X_n\} be a doubly stochastic Markov chain on {0,1}\{0,1\} with P[Xn+1=1∣Xn=1]=p1P[X_{n+1}=1\mid X_n=1]=p_1 and P[Xn+1=1∣Xn=0]=p0P[X_{n+1}=1\mid X_n=0]=p_0, and π1=P(X=1)\pi_1=P(X=1). What is the value of π1\pi_1?

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