2. Markov Chain States Consider a Markov chain on the state space S = {1,2,3,4,...} with the following transition matrix: 1/2 1/2 0 0 0 2/3 0 1/3 0 0 3/4 0 0 1/4 0 P = 4/5 0 0 0 1/5 5/6 0 0 0 0 That is, Pij = i/(i + 1) if j = 1, Pij = 1/(i + 1) if j = i + 1, and Pij = 0 otherwise. (a) Classify all states of the Markov chain (transient, recurrent) (b) Determine if the Markov chain is irreducible.

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.
Markov Chain States
Consider a Markov chain on the state space S = {1,2,3,4,...} with the following transition
matrix:
1/2 1/2 0
0
0
2/3
0 1/3 0
0
3/4
0 0
1/4
0
P =
4/5
0 0
0 1/5
5/6
0 0 0 0
That is, Pij = i/(i + 1) if j = 1, Pij
=
1/(i + 1) if j = i + 1, and Pij
=
0 otherwise.
(a) Classify all states of the Markov chain (transient, recurrent)
(b) Determine if the Markov chain is irreducible.
Transcribed Image Text:2. Markov Chain States Consider a Markov chain on the state space S = {1,2,3,4,...} with the following transition matrix: 1/2 1/2 0 0 0 2/3 0 1/3 0 0 3/4 0 0 1/4 0 P = 4/5 0 0 0 1/5 5/6 0 0 0 0 That is, Pij = i/(i + 1) if j = 1, Pij = 1/(i + 1) if j = i + 1, and Pij = 0 otherwise. (a) Classify all states of the Markov chain (transient, recurrent) (b) Determine if the Markov chain is irreducible.
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