A particle moves among n locations that are arranged in a circle (with the neighbors of location

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A particle moves among n locations that are arranged in a circle (with the neighbors of location n being n - 1 and 1). At each step, it moves one position either in the clockwise position with probability p or in the counterclockwise position with probability 1 - p

(a) Find the transition probabilities of the reverse chain.

(b) Is the chain time reversible?

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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