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Problem 3 Consider the Markov chain on nonnegative integers that does the following: from any site x 0 it jumps to x +1 with
Problem 3 Consider the Markov chain on nonnegative integers that does the following: from any site x 0 it jumps to x +1 with probability p and to 0 with probability 1 p. Is this chain transient? Null recurrent? Positive recurrent? You need to prove whatever you claim.
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Introduction to Operations Research
Authors: Frederick S. Hillier, Gerald J. Lieberman
10th edition
978-0072535105, 72535105, 978-1259162985
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