(a) Show that the matrix P is regular. (b) If x(0) = (1,0) what is x(1)? (c) Show that vị = (1, 1) and v2 = (1, –1) are eigenvectors of P. was

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10. Consider the Markov chain x(t) with transition matrix
P =
[3/4 1/4]
(a) Show that the matrix P is regular.
[1/4 3/4]
cwas
ro.com
(b) If x(0) = (1,0) what is x(1)?
(c) Show that vị = (1, 1) and v2 =
(d) What are the eigenvalues of P?
(1, –1) are eigenvectors of P.
(e) Regular transition matrices always have a unique stationary distribution. What is the stationary
distribution of P?
Transcribed Image Text:10. Consider the Markov chain x(t) with transition matrix P = [3/4 1/4] (a) Show that the matrix P is regular. [1/4 3/4] cwas ro.com (b) If x(0) = (1,0) what is x(1)? (c) Show that vị = (1, 1) and v2 = (d) What are the eigenvalues of P? (1, –1) are eigenvectors of P. (e) Regular transition matrices always have a unique stationary distribution. What is the stationary distribution of P?
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