For each of these Markov chains: 1/4 1/2 1/2 1/4 1/2 3/4 1/4 1/4 3/4 0 0 1 1/2 1/2 1/2 1/2 1/2 i. P ii. P = 1/2 1 diagram describing the behaviour of the chain; (b) specify the classes; (c) determine whether the classes are transient or recurrent; (d) determine whether the chain is ergodic; equation T = TP and determine the stationary distribu- uon A = (To, T1, ·), such that T; = 1 (if it exists); is there a unique stationary distribution? (f) does P" converge as n→ o?

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.
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For each of these Markov chains:
1/4
1/2
3/4 1/4
1/4 3/4
1/4 1/2 0
1
1/2
1/2
1/2
1/2
1/2 1/2
i. P =
ii. P =
1/2
1
diagram describing the behaviour of the chain;
(b) specify the classes;
(c) determine whether the classes are transient or recurrent;
(d) determine whether the chain is ergodic;
equation T = TP and determine the stationary distribu-
Ion T = (To, T1, ), such that D; T; = 1 (if it exists); is there a
unique stationary distribution?
(f) does P" converge as → o0?
Transcribed Image Text:For each of these Markov chains: 1/4 1/2 3/4 1/4 1/4 3/4 1/4 1/2 0 1 1/2 1/2 1/2 1/2 1/2 1/2 i. P = ii. P = 1/2 1 diagram describing the behaviour of the chain; (b) specify the classes; (c) determine whether the classes are transient or recurrent; (d) determine whether the chain is ergodic; equation T = TP and determine the stationary distribu- Ion T = (To, T1, ), such that D; T; = 1 (if it exists); is there a unique stationary distribution? (f) does P" converge as → o0?
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