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Markov chain a) given the transition matrix f4.5.1: Find the limiting distribution starting in states 0, 3, 5. That is, for cachi- E {0,3,5}, nd

Markov chain

a) given the transition matrix

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\f4.5.1: Find the limiting distribution starting in states 0, 3, 5. That is, for cachi- E {0,3,5}, nd limnnm lP'(X,, = leg :11) for all j E 3. Note: This Markov chain is reducible. It has a limiting distribution, which depends on X3. For each i. E {0, 3,5} and closed class 0, use rst step analysis to find the probability that (Kn) ends up in C eventually when XE. = i. Once the Markov chain is in a closed class, the Main Markov Chain Theorem gives its long run behaviour from there. You can use a computer to solve the system of equations if you wish

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