Two reflecting barriers. A chain with states 1, 2,..., p has a matrix whose first and last
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Two reflecting barriers. A chain with states 1, 2,..., p has a matrix whose first and last rows are (q, p, 0,..., 0) and (0,..., 0, q, p). In all other rows Pk,k+1 P.Pk.k-19. Find the stationary distribution. Can the chain be periodic? =
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Related Book For 
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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