1/2 1/2 01/7 0 3/703/70 1/3 1/3 1/302/3 1/61/6, Find the limiting distribution for this Markov chain.Without doing any more calculations, what can you say(100)about Pi,1(100)?and P2,1

Let the markov chain with state space and the transition probability matrix is given by,

Answered: Find the limiting distribution for this…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Related questions

Question

1/2 1/2 0
1/7 0 3/7
0
3/7
0 1/3 1/3 1/3
0
2/3 1/6
1/6,

Find the limiting distribution for this Markov chain.
Without doing any more calculations, what can you say
(100)
about Pi,1
(100)?
and P2,1

Expert Solution

Step 1: Given information

Let the markov chain $open curly brackets X subscript n colon space n greater or equal than 1 close curly brackets$ with state space $open curly brackets space 1 comma space 2 comma space 3 comma space 4 close curly brackets$ and the transition probability matrix is given by,

$P equals open square brackets table row cell 1 half end cell cell 1 half end cell 0 0 row cell 1 over 7 end cell 0 cell 3 over 7 end cell cell 3 over 7 end cell row 0 cell 1 third end cell cell 1 third end cell cell 1 third end cell row 0 cell 2 over 3 end cell cell 1 over 6 end cell cell 1 over 6 end cell end table close square brackets$