1.
in http://robotics.eecs.berkeley.edu/~wlr/126/w12.htm
lim N ® ¥ [1{X1 = j} + 1{X1 = j} + … + 1{XN = j}]/N = 0
What is N? how it limit to zero? and what do 1 in 1{X1 = j} represent?
/N must be 0, no other choice, any other example to show limit this is non-zero?
2.
would like to calculate lim pij(n) = lim P(Xn = j | X0 = i)
in my past experience P(x) is just a distribution, how to get this if just know counting such as number of happened? and how to count total happened or number of ways from i to j in graph for denominator for the probability? maybe i misunderstanding it, so ask this
how to calculate P(Xn = j | X0 = i) when just know the graph
if markov chain [6] in above link
do it need to know all probability of 1 -> 2, 2-> 3, 3->4, 3-> 1, 4-> 3?
if so, please use example in http://www.math.ucla.edu/~pejman/intro2prob/LiveMeeting11.pdf
i use one of example in above
if 1 ---p=0.5---> 2 ---p=0.5---> 3
and extra path 1 ---p=0.3---> 3
does P(Xn = 3 | X0 = 1) = 0.5*0.5 + 0.3 ?
if limit above, there is no N in it? which case show limit is zero
is end state has an arrow point to itself then lim P be infinity?
if so, does it mean that a state consecutively happened twice or above, then lim P is infinity?