The respective transition probabilities of two irreducible Markov chains 1 and 2 with common state space (mathbf{Z}={0,1,
Question:
The respective transition probabilities of two irreducible Markov chains 1 and 2 with common state space \(\mathbf{Z}=\{0,1, \ldots\}\) are for all \(i=0,1, \ldots\),
(1)
\(p_{i+1}=\frac{1}{i+2}, \quad p_{i 0}=\frac{i+1}{i+2} \quad\) and
(2) \(p_{i i+1}=\frac{i+1}{i+2}, \quad p_{i 0}=\frac{1}{i+2}\).
Check whether these Markov chains are transient, null recurrent, or positive recurrent.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
Question Posted: