5. Suppose (X, n2 0} is a Markov chain with state space (0, 1,2} and transition probability matrix 0.6 0.2 0.2 P = 0.8 0.2 0.5 0.5 Find the classes for this Markov chain and elassify them as transient or recurrent.

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5.
Suppose {Xn, n 2 0} is a Markov chain with state space (0, 1,2} and transition
probability matrix
0.6 0.2 0.2
P=
0.8 0.2
0.5 0.5
Find the classes for this Markov chain and classify them as transient or recurrent.
Transcribed Image Text:5. Suppose {Xn, n 2 0} is a Markov chain with state space (0, 1,2} and transition probability matrix 0.6 0.2 0.2 P= 0.8 0.2 0.5 0.5 Find the classes for this Markov chain and classify them as transient or recurrent.
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