Consider a Markov chain {Xn : n = 0, 1, . . .} on the nonnegative integers such that starting from state x, the chain goes to state x + 1 with probability 0.3, and goes to state 0 with probability 0.7. (a) Argue that this chain is irreducible. (b) Show that the chain is recurrent. (Hint: Consider the state 0.)

Consider a Markov chain {Xn : n = 0, 1, . . .} on the nonnegative integers such that starting from state x, the chain goes to state x + 1 with probability 0.3, and goes to state 0 with probability 0.7. (a) Argue that this chain is irreducible. (b) Show that the chain is recurrent. (Hint: Consider the state 0.)

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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