Consider the following transition matrix. [0.2 0.3 0.5] 0 0.1 0.9 0.5 0 0.5 a) Which states are transient? Why? b) Which states are recurrent? Why? c) Identify all closed sets of states. d) Is this chain ergodic?

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Chapter2: Matrices
Section2.5: Markov Chain
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Problem 1.
Consider the following transition matrix.
[0.2
0.3 0.5]
0
0.1 0.9
[0.5 0 0.5]
a) Which states are transient? Why?
b) Which states are recurrent? Why?
c) Identify all closed sets of states.
d) Is this chain ergodic?
Transcribed Image Text:Problem 1. Consider the following transition matrix. [0.2 0.3 0.5] 0 0.1 0.9 [0.5 0 0.5] a) Which states are transient? Why? b) Which states are recurrent? Why? c) Identify all closed sets of states. d) Is this chain ergodic?
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