Consider the Markov chain on {1, 2, 3, 4} with transition matrix P = [ 1 / 4 1 / 3 1 / 2 0 0 1 / 3 0 1 / 3 3 / 4 0 1 / 2 1 / 3 0 1 / 3 0 1 / 3 ] Identify the communication classes of the chain as either recurrent or transient, and reorder the states to produce a matrix in canonical form.
Consider the Markov chain on {1, 2, 3, 4} with transition matrix P = [ 1 / 4 1 / 3 1 / 2 0 0 1 / 3 0 1 / 3 3 / 4 0 1 / 2 1 / 3 0 1 / 3 0 1 / 3 ] Identify the communication classes of the chain as either recurrent or transient, and reorder the states to produce a matrix in canonical form.
Solution Summary: The author identifies the communication classes of the chain as either recurrent or transient, and then produces a matrix in canonical form.
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Introduction: MARKOV PROCESS And MARKOV CHAINS // Short Lecture // Linear Algebra; Author: AfterMath;https://www.youtube.com/watch?v=qK-PUTuUSpw;License: Standard Youtube License
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