4. Suppose a Markov chain has transition matrix 1 0.4 0.6 0.3 0.1 0.6 0 0 1 a. Determine R¡ for all i. Also determine, with justification, which states are recurrent, which states are transient, and which states are absorbing. b. Find h12, h22, h32, and h42.

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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Part b

4. Suppose a Markov chain has transition matrix
1
0.4
0.6
0.3 0.1
0.6
1
a. Determine R; for all i. Also determine, with justification, which states are recurrent,
which states are transient, and which states are absorbing.
b. Find h12, h22, h32, and h42.
Transcribed Image Text:4. Suppose a Markov chain has transition matrix 1 0.4 0.6 0.3 0.1 0.6 1 a. Determine R; for all i. Also determine, with justification, which states are recurrent, which states are transient, and which states are absorbing. b. Find h12, h22, h32, and h42.
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