Consider the following discrete-time Markov chain with initial state 3. 2 oto 2 3 12 1/2 5 (a) What are the communicating classes? (b) For each communicating class, determine the period and whether it is transient or recurrent. (c) Write down the state transition matrix P. (d) Does a unique limiting state probability vector z exist? If so, argue why and solve for it. If not, argue why.

Consider the following discrete-time Markov chain with initial state 3. 2 oto 2 3 12 1/2 5 (a) What are the communicating classes? (b) For each communicating class, determine the period and whether it is transient or recurrent. (c) Write down the state transition matrix P. (d) Does a unique limiting state probability vector z exist? If so, argue why and solve for it. If not, argue why.

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter3: Matrices

Section3.7: Applications

Problem 9EQ

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