Problem 3. Let (Xn)n=0,1,... be a Markov chain with state space S probability matrix Compute for all i, je S the limit p= 0 3/4\ 1/2 1/2 /1/4 0 2/3 1/3 0 lim Pi(Xn = j). 81x = {1,2,3} and transition

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Problem 3. Let (Xn)n=0,1,... be a Markov chain with state space S
probability matrix
Compute for all i, je S the limit
p =
/1/4
0 3/4
0 1/2 1/2
2/3 1/3 0
lim P₂(Xn = j).
n→∞
{1, 2, 3} and transition
Transcribed Image Text:= Problem 3. Let (Xn)n=0,1,... be a Markov chain with state space S probability matrix Compute for all i, je S the limit p = /1/4 0 3/4 0 1/2 1/2 2/3 1/3 0 lim P₂(Xn = j). n→∞ {1, 2, 3} and transition
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