Course information, a blog, discussion and resources for a course of 12 lectures on Markov Chains to second year mathematicians at Cambridge in autumn 2012.

Tuesday, May 21, 2013

Correction to tripos question 2012/1/20H

The $p$ and $q$ are the wrong way around in the equation for $x_0$ given in (ii). This should be
\[
x_0 = 1 + p x_1+ q x_{-1}.
\]