Consider the Markov chain with transition matrix P = 0 0 1 0 (a) Show that this is irreducible and aperiodic. (b) The process is started in state 1; find the probability that it is in state 3 after two steps. (c) Find the matrix which is the limit of Pn as n→ ∞.
Consider the Markov chain with transition matrix P = 0 0 1 0 (a) Show that this is irreducible and aperiodic. (b) The process is started in state 1; find the probability that it is in state 3 after two steps. (c) Find the matrix which is the limit of Pn as n→ ∞.
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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Step 1: Write the given information
VIEWStep 2: Show that the given Markov chain is irreducible and aperiodic.
VIEWStep 3: Determine the probability that it is in state 3 after two steps if the process is started in state 1
VIEWStep 4: Determine the matrix which is the limit of P^n as n→ ∞
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