1. (a) Analyse the state space S = {1,2,3,4} for each of the three Markov chains given by the following transition matrices. That is, write down the commu- nication classes and their periods, label each class as essential or not, and as transient or positive recurrent or null recurrent. i. 7/8 1/2 3/8 0 1/8 1/2 5/8 1 ii. 1/4 1/4 1/4 1/4 1/4 0 3/4 1 1/6 0 5/6 iii. 1/3 1/3 1/3 3/4 1/4 1/2 1/2 1/3 1/3 1/3

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1. (a) Analyse the state space S = {1,2,3,4} for each of the three Markov chains
given by the following transition matrices. That is, write down the commu-
nication classes and their periods, label each class as essential or not, and as
transient or positive recurrent or null recurrent.
i.
7/8
1/2 0
3/8
1/8
1/2
5/8
1
ii.
1/4
1/4 1/4 1/4 1/4
3/4
1
1/6
5/6
iii.
1/3 1/3 1/3
3/4 1/4
1/2 1/2
1/3 1/3 0
1/3
Transcribed Image Text:1. (a) Analyse the state space S = {1,2,3,4} for each of the three Markov chains given by the following transition matrices. That is, write down the commu- nication classes and their periods, label each class as essential or not, and as transient or positive recurrent or null recurrent. i. 7/8 1/2 0 3/8 1/8 1/2 5/8 1 ii. 1/4 1/4 1/4 1/4 1/4 3/4 1 1/6 5/6 iii. 1/3 1/3 1/3 3/4 1/4 1/2 1/2 1/3 1/3 0 1/3
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