(10) Consider a Markov chain with transition matrix a C d a /0 1/2 0 1/2) b1 P = C 1 d \o 1 Identify the communication classes, their periods, and whether the class is recurrent or transient. Find canonical decomposition.

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 49E: Consider the Markov chain whose matrix of transition probabilities P is given in Example 7b. Show...
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(10) Consider a Markov chain with transition matrix
а
b
C
d
a /0 1/2 0 1/2)
b| 1
P =
1
d \o
1
Identify the communication classes, their periods, and whether the class is recurrent or
transient. Find canonical decomposition.
Transcribed Image Text:(10) Consider a Markov chain with transition matrix а b C d a /0 1/2 0 1/2) b| 1 P = 1 d \o 1 Identify the communication classes, their periods, and whether the class is recurrent or transient. Find canonical decomposition.
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