3. (Escape) Suppose that we modify the probabilities in the previous problem in the following way where {p;} are positive decreasing num- bers. P2 P3 P4 Pi 1 2 4 1- P2 - P3 Figure 3. o Show that if E Pi < ∞ then P(R = ∞) > 0, and hence the chain is transient.
3. (Escape) Suppose that we modify the probabilities in the previous problem in the following way where {p;} are positive decreasing num- bers. P2 P3 P4 Pi 1 2 4 1- P2 - P3 Figure 3. o Show that if E Pi < ∞ then P(R = ∞) > 0, and hence the chain is transient.
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Transcribed Image Text:3. (Escape) Suppose that we modify the probabilities in the previous
problem in the following way where {p;} are positive decreasing num-
bers.
P3
Py
Pi
1- P2
1-P3
Figure 3. D
Show that if E, Pj < ∞ then P(R = ∞) > 0, and hence the chain
is transient.
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