Exercise 2.1.6 A random walk moves on the non-negative integers; when it is in state n, n > 0, it moves with probability Pn to n +1 and with probability 1– pn, to n– 1. When at 0, it moves to 1. Determine a network that gives this random walk and give a criterion in terms of the pn for recurrence of the random walk.
Exercise 2.1.6 A random walk moves on the non-negative integers; when it is in state n, n > 0, it moves with probability Pn to n +1 and with probability 1– pn, to n– 1. When at 0, it moves to 1. Determine a network that gives this random walk and give a criterion in terms of the pn for recurrence of the random walk.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 17EQ
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