A Markov chain has state space (mathbf{Z}={0,1,2,3,4}) and transition matrix [mathbf{P}=left(begin{array}{ccccc} 0.5 & 0.1 & 0.4 &
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A Markov chain has state space \(\mathbf{Z}=\{0,1,2,3,4\}\) and transition matrix
\[\mathbf{P}=\left(\begin{array}{ccccc} 0.5 & 0.1 & 0.4 & 0 & 0 \\ 0.8 & 0.2 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0.9 & 0.1 \\ 0 & 0 & 0 & 1 & 0 \end{array}\right)\]
(1) Determine the minimal closed sets.
(2) Identify essential and inessential states.
(3) What are the recurrent and transient states?
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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