. Does the chain have a stationary distribution? Compute this distribution if it exists.
. Does the chain have a stationary distribution? Compute this distribution if it exists.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Problem 4: Consider a Markov chain {X„} on states {0,1,2} with a transition matrix P=
0 1 0
a b
with a +b+c =1.
1. Compute the power P" for all n > 2;
2. Does the chain have a limiting distribution? If yes - compute this distribution;
3. Does the chain have a stationary distribution? Compute this distribution if it exists.
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