Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
5.7 Periodicity, Tail sigma-field
Exercise 5.7.1. Find the decomposition for the Markov chain with transition probability
1 2 3 4
Refer to the Solution Manual of Probability: Theory and Examples, Second Edition by Durrett.
Exercise 5.7.1. Find the decomposition for the Markov chain with transition probability
1 2 3 4