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Q176Section III (Statistics)176 of 190

An irreducible chain of period 3: a unique stationary law, but no limit

Consider a Markov chain on S={1,2,3,4}S=\{1,2,3,4\} with the transition probability matrix given by

P=[00010001 1212000010].P=\begin{bmatrix}0&0&0&1\\0&0&0&1\ \tfrac12&\tfrac12&0&0\\0&0&1&0\end{bmatrix}.

Then:

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