Let (Xn)nzo be a Markov chain with state space S = {A, B, C, D, E, F, G, K} and transition matrix P given by P = 1 00 [0 00 10 1 0 00 1 100 6 0 00 0 000/ 00 00 0000 100000-000 TOOLTISO (b) Explain why G is a recurrent state. 00 01 0 0 0 00 0 0 0 111 0 10 OOOOO 1 00 03/3 0 3 31010 WIT 2 (a) Compute E(VE|Xo = D), the expected number of visits to state to E by the chain starting at D. (c) Suppose that the chain starts at D. Compute the probability that G is the first recurrent state that the chain hits. (d) Does the chain has a stationary distribution? Justify your answer.

MATLAB: An Introduction with Applications
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Question 2
Let (Xn)n≥o be a Markov chain with state space S
matrix P given by
P =
ГО
0
1
1
6
0
0
1
0
0
4
00
1
00
O OWINOOOOO
(b) Explain why G is a recurrent state.
0
00
0
{A, B, C, D, E, F, G, K} and transition
0 0 01
0
70000000
O LAT130
0 0 0
0
0
0
0 00 0 0
0 00
0
0
3
(a) Compute E(V£|X₁ = D), the expected number of visits to state to E by the chain starting
at D.
(c) Suppose that the chain starts at D. Compute the probability that G is the first recurrent
state that the chain hits.
(d) Does the chain has a stationary distribution? Justify your answer.
Transcribed Image Text:Question 2 Let (Xn)n≥o be a Markov chain with state space S matrix P given by P = ГО 0 1 1 6 0 0 1 0 0 4 00 1 00 O OWINOOOOO (b) Explain why G is a recurrent state. 0 00 0 {A, B, C, D, E, F, G, K} and transition 0 0 01 0 70000000 O LAT130 0 0 0 0 0 0 0 00 0 0 0 00 0 0 3 (a) Compute E(V£|X₁ = D), the expected number of visits to state to E by the chain starting at D. (c) Suppose that the chain starts at D. Compute the probability that G is the first recurrent state that the chain hits. (d) Does the chain has a stationary distribution? Justify your answer.
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