Answered: Consider the Markov chain with…

Consider the Markov chain with transition matrix: 0 0 0.1 0.9 0 0 0.6 0.4 0.8 0.2 0 0 0.4 0.6 0 0 Find the limit of p2n(x,x) as n -> infinity

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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Question

Consider the Markov chain with transition matrix:

0 0 0.1 0.9

0 0 0.6 0.4

0.8 0.2 0 0

0.4 0.6 0 0

Find the limit of p²ⁿ(x,x) as n -> infinity.

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