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@shlff shlff commented Oct 22, 2020

Dear @jstac , for solution 2 of lecture ergodicity, this PR corrects a mistake and adds a condition to clarify its holding:

  • $(\phi Q)(j) = \sum_{i \geq 0} \phi(i) Q(i, j) = - \lambda_j \phi(j) + \lambda_{j} \phi(j) = 0$ -->> $(\phi Q)(j) = \sum_{i \geq 0} \phi(i) Q(i, j) = - \lambda_j \phi(j) + \lambda_{j-1} \phi(j-1) = 0$
  • Then -->> Then, for any $j \geq 1$,

Note that $\phi Q$ is a forward equation and because of the definition of Q, we have the corrected math expression above.

However, this brings us a new issue that the statement after this math expression, It follows that $\phi$ is constant on $\ZZ_+$., may not hold.

  • This statement holds if we consider a special case of the pure birth process: when $\lambda_i=\lambda$ for all $i$.

I am still thinking about a way to fix the new issue, and this may require further discussion and corrections.

@jstac , what do you think?

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jstac commented Oct 28, 2020

Good catch @shlff , well done!

I agree with your assessment. I will merge this, but could you please open an issue in the issue tracker explaining about this problem?

@jstac jstac merged commit 4a42088 into master Oct 28, 2020
@shlff
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shlff commented Oct 28, 2020

Thanks, @jstac . Sure!

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