4. Suppose a Markov chain has transition matrix 1 0.4 0.6 0.3 0.1 0.6 0 0 1 a. Determine R¡ for all i. Also determine, with justification, which states are recurrent, which states are transient, and which states are absorbing. b. Find h12, h22, h32, and h42.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Part b

4. Suppose a Markov chain has transition matrix
1
0.4
0.6
0.3 0.1
0.6
1
a. Determine R; for all i. Also determine, with justification, which states are recurrent,
which states are transient, and which states are absorbing.
b. Find h12, h22, h32, and h42.
Transcribed Image Text:4. Suppose a Markov chain has transition matrix 1 0.4 0.6 0.3 0.1 0.6 1 a. Determine R; for all i. Also determine, with justification, which states are recurrent, which states are transient, and which states are absorbing. b. Find h12, h22, h32, and h42.
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