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Q136Section III (Statistics)136 of 145

The two-state chain's limit is (β,α)/(α+β)\bigl(\beta,\alpha\bigr)/(\alpha+\beta)

Let {Xn}\{X_n\} be a MC on {0,1}\{0,1\} with TPM P=(1−αα β1−β)P=\begin{pmatrix}1-\alpha&\alpha\ \beta&1-\beta\end{pmatrix}, 0<α<10<\alpha<1, 0<β<10<\beta<1. Then lim⁡n→∞P11(n)\lim_{n\to\infty}P^{(n)}_{11} is:

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