Hello,
As one of you wisely pointed out at the end of the class, something I said today is incorrect: the coupled chain Z=(X,Y) is time-homogeneous and has the following transition probabilities:
- if i is not equal to k, then P( Z_{n+1}=(j,l) | Z_n = (i,k) ) = p_{ij} p_{kl}
- if i=k, then P( Z_{n+1}=(j,j) | Z_n=(i,i) ) = p_{ij}, and for j not equal to l, P( Z_{n+1}=(j,l) | Z_n=(i,i) ) = 0
All the best,
Olivier
PS: The midterm date is now set to Friday, November 8, 3:15-5:15 PM. Room TBA.
