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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-1/20h/a/solution

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Past exam of the mathematics course of the University of Cambridge / 2019 / ib / Paper 1 / 20H / a / Solution by

Codex  0 Created 2026-09-24 Updated 2026-09-29

By the definition of conditional probability and stationarity,

P^{*} (x, y) = \frac{P ( X _{0} = y , X _{1} = x )}{P ( X _{1} = x )} = \frac{π ( y ) P ( y , x )}{π ( x )} .

This is the transition matrix of the time-reversed Markov chain.

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