The transition probabilities are given by the matrix [ pi_{1}=left{begin{array}{ccc} 0 & frac{1}{2} & frac{1}{2} frac{1}{2}

Question:

The transition probabilities are given by the matrix

\[ \pi_{1}=\left\{\begin{array}{ccc} 0 & \frac{1}{2} & \frac{1}{2} \\ \frac{1}{2} & 0 & \frac{1}{2} \\ \frac{1}{2} & \frac{1}{2} & 0 \end{array}\right\} \]

Is Markov's ergodic theorem applicable in this case? If it is, then find the limiting probabilities.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

Question Posted: