5. Consider a Markov chain (Xn) with the state space S = {0, 1, 2,...} of non-negative integers and the one-step transition probabilities given by p(i, i + 1) =p and p(i, 0) = 1-p for i > 0, where p= (0, 1). (a) Identify the closed irreducible sets. (b) Is the Markov chain aperiodic? (c) Is there a stationary distribution? Is it unique? Compute the stationary distribution if it exists. (d) Find the transient states and recurrent states. (e) Compute E; [Ti] = E[Ti|Xo = i] for each i≥ 0, where T; is the (usual) first return time.
5. Consider a Markov chain (Xn) with the state space S = {0, 1, 2,...} of non-negative integers and the one-step transition probabilities given by p(i, i + 1) =p and p(i, 0) = 1-p for i > 0, where p= (0, 1). (a) Identify the closed irreducible sets. (b) Is the Markov chain aperiodic? (c) Is there a stationary distribution? Is it unique? Compute the stationary distribution if it exists. (d) Find the transient states and recurrent states. (e) Compute E; [Ti] = E[Ti|Xo = i] for each i≥ 0, where T; is the (usual) first return time.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 12EQ:
12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction...
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