3 Consider the following transition matrix:

a Which states are transient?
b Which states are recurrent?

P2 is not ergodic because there are two closed classes of states (class 1 = {1, 2} and class 2 = {3, 4}), and the states in different classes do not communicate with each other.
After the next two sections, the importance of the concepts introduced in this section will become clear.

c Identify all closed sets of states.
d Is this chain ergodic?

Transcribed Image Text:

P = 00 0 1 0 0 0 01 0 1 00 0 0 0 0 I 4 0 0 0 1 0 00 100 10 00 0000 0 0 0 { 0 }