Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ib/paper-2/18h/a/solution

True. If the Markov chain with transition matrix is irreducible, then for every pair of states there is a path
with at every step. The support assumption gives for every edge of the same path. Thus every state can reach every other state under , so the second chain is also an irreducible Markov chain.

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