For each of the following transition matrices, do the following: (1) Determine whether the Markov chain is irreducible. (2) Find a stationary distribution 7; is the stationary distribution unique? (3) Give the period of each state. (4) Without using any software package, find P200 approximately. (a) (1/4 1/4 1/2) 1/3 2/3 1/2 P = 1/2) b) (0.2 0.8 0.5 0.5 P = 0.3 0.7 1 0 0

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For each of the following transition matrices, do the following: (1) Determine whether the
Markov chain is irreducible. (2) Find a stationary distribution 7; is the stationary distribution unique? (3)
Give the period of each state. (4) Without using any software package, find P200 approximately.
(a)
(1/4 1/4 1/2
P = | 1/3 2/3
1/2
1/2,
(Ъ)
(0.2
0.8
0.5 0.5
P =
0.3 0.7
1
Transcribed Image Text:For each of the following transition matrices, do the following: (1) Determine whether the Markov chain is irreducible. (2) Find a stationary distribution 7; is the stationary distribution unique? (3) Give the period of each state. (4) Without using any software package, find P200 approximately. (a) (1/4 1/4 1/2 P = | 1/3 2/3 1/2 1/2, (Ъ) (0.2 0.8 0.5 0.5 P = 0.3 0.7 1
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