Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-3/25j/b/solution

Write , with . Then and
Thus is a stationary probability vector, a left eigenvector for eigenvalue zero. If any probability vector is stationary, the same calculation gives , forcing . Hence the equilibrium is unique, even if some vanish and the chain is not irreducible; those zero-rate states are transient or inaccessible rather than extra stationary classes.

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