Question: Show that chain in Exercise 1.38 with transition probability is 1 2 3 4 1 1=2 1=2 0 0 2 2=3 0 1=3 0 3

Show that chain in Exercise 1.38 with transition probability is 1 2 3 4 1 1=2 1=2 0 0 2 2=3 0 1=3 0 3 3=4 0 0 1=4 4 1 0 0 0 is a special case of the age chain. Use this observation and the previous exercise to compute the stationary distribution.

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