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Question 3 thank you (a/ (at p),p/ (at p) ) is a stationary distribution. (b) Show that the first return distribution to state 0 is

Question 3 thank you

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(a/ (at p),p/ (at p) ) is a stationary distribution. (b) Show that the first return distribution to state 0 is given by foo = (1 -B) and foo = aB(1 -Q)-2 for n = 2, 3, .... (c) Calculate the mean return time mo = En info and verify that To = 1/mo. 3. (Problem 4.4.8 in Pinsky and Karlin) A Markov chain on states 0, 1,... has transition probabilities pij = 1/(2 + 2) for j = 0, 1, ...,2 + 1. Find its stationary distribution

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