Consider a Markov chain with state space S = {1, 2,...} and transition probability functionP(1, 2) = P(2, 3) = 1, P(x, x + 1) = ½ and P(x, 3) = ½ for all x ≥ 3 in S. Find the limit ofP" (4,7) as n tends to infinity.

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Answered: 2 3 = P(2, 3) = 1, P(x, x + 1) = ½ and…

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter2: Matrices

Section2.5: Markov Chain

Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.

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2 3 = P(2, 3) = 1, P(x, x + 1) = ½ and P(x, 3) = for all x ≥ 3 in S. Find the li 3 as n tends to infinity.