Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-3/25j/b/solution
Past exam of the mathematics course of the University of Cambridge 2007 ii Paper 3 25J b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
Write , with . Then andThus 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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