Consider the following discrete-time Markov chain with initial state 3. 2 oto 2 3 12 1/2 5 (a) What are the communicating classes? (b) For each communicating class, determine the period and whether it is transient or recurrent. (c) Write down the state transition matrix P. (d) Does a unique limiting state probability vector z exist? If so, argue why and solve for it. If not, argue why.

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Consider the following discrete-time Markov chain with initial state 3.
of
12
2
2
112
3
72
12
4
5
(a) What are the communicating classes?
(b) For each communicating class, determine the period and whether it is transient or recurrent.
(c) Write down the state transition matrix P.
T
(d) Does a unique limiting state probability vector a exist? If so, argue why and solve for it. If
not, argue why.
Transcribed Image Text:Consider the following discrete-time Markov chain with initial state 3. of 12 2 2 112 3 72 12 4 5 (a) What are the communicating classes? (b) For each communicating class, determine the period and whether it is transient or recurrent. (c) Write down the state transition matrix P. T (d) Does a unique limiting state probability vector a exist? If so, argue why and solve for it. If not, argue why.
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