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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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.
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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