Markov chain X₁, X₁, X₂ ... on the states 0, 1, 2 has the ransition probability matrix 0.5 P = 0.25 0 0.5 0 0.5 0.25 0.5 0.5 . Show that P is regular. . Determine the limiting distribution.
Markov chain X₁, X₁, X₂ ... on the states 0, 1, 2 has the ransition probability matrix 0.5 P = 0.25 0 0.5 0 0.5 0.25 0.5 0.5 . Show that P is regular. . Determine the limiting distribution.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Question
![A Markov chain X₁, X₁, X₂ ... on the states 0, 1, 2 has the
transition probability matrix
0.5
P = 0.25
0
a. Show that P is regular.
b.
0.5 0
0.5 0.25
0.5 0.5
Determine the limiting distribution.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F8642be49-0c85-4621-89c6-cbc6da87e180%2F2b7ac9c5-fafb-498a-88b1-422046fa30f3%2F4ojy49c_processed.png&w=3840&q=75)
Transcribed Image Text:A Markov chain X₁, X₁, X₂ ... on the states 0, 1, 2 has the
transition probability matrix
0.5
P = 0.25
0
a. Show that P is regular.
b.
0.5 0
0.5 0.25
0.5 0.5
Determine the limiting distribution.
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