3. Consider a Markov chain with state space {1, 2, 3, 4, 5,6} and the following transition ma- trix: 0.2 0 0 0.8 0 0
3. Consider a Markov chain with state space {1, 2, 3, 4, 5,6} and the following transition ma- trix: 0.2 0 0 0.8 0 0 0.6 0 0 0 0.4 0 0 0.2 0.1 0.7 0 P = 0.7 0 0 0.3 0 0 0.8 0.1 0 0.1 0 0 0.9 0 0 0 0.1 (a) Find the communicating classes of the Markov chain. Which of these classes are recurrent and which are transient? (b) Find a stationary distribution 7 of this Markov chain such that 7(1) > 0 and 7 (2) = 0. (c) Find a stationary distribution 7 of this Markov chain such that 7 (1) = 0 and 7(2) > 0. (d) Find a stationary distribution 7 of this Markov chain such that 7(1) > 0 and T(2) > 0. (e) Calculate the first passage probabilities f14' and f26
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance