Consider a Markov chain (X) with state space S = {1, 2, 3, 4, 5} and transition matrix 0.5 0.5 0 0 0 0.4 0.6 0 0 0 P = 0 0.3 0.3 0.4 0 0 0 0 0.6 0.4 0 0 0 0.6 0.4 One stationary distribution for this Markov chain is (3,9,0,0,0). Suppose the Markov chain (X) is started from the initial distribution A=(0.10 0.7 0.2 0). What are the limiting probabilities lim∞ P(X = i) for each i ES?

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Q: please solve on paper

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A: Concept Overview:- The question revolves around Markov Chains, which are mathematical models used to…

Q: please solve it on paper

A: Step 1:To solve the problems, let's first understand the basic concepts and notations. Markov Chain…