A Markov chain has state space (mathbf{Z}={0,1,2,3,4}) and transition matrix [mathbf{P}=left(begin{array}{ccccc} 0 & 1 & 0 &

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A Markov chain has state space $\mathbf{Z}=\{0,1,2,3,4\}$ and transition matrix

\[\mathbf{P}=\left(\begin{array}{ccccc} 0 & 1 & 0 & 0 & 0 \\ 1 & 0 & 0 & 0 & 0 \\ 0.2 & 0.2 & 0.2 & 0.4 & 0 \\ 0.2 & 0.8 & 0 & 0 & 0 \\ 0.4 & 0.1 & 0.1 & 0 & 0.4 \end{array}\right)\]

(1) Find the essential and inessential states.

(2) Find the recurrent and transient states.

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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A Markov chain has state space (mathbf{Z}={0,1,2,3,4}) and transition matrix [mathbf{P}=left(begin{array}{ccccc} 0 & 1 & 0 &

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Applied Probability And Stochastic Processes

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