Question no. 24 A Markov chain with state space {-2,-1,0, 1, 2} has the following one- step transition probabilities: Pi,i+1=3/4 for i = -2,-1,0,1 Pi,i-1=1/4 for i = -1,0, 1,2 P-2,2 = 1/4 = 1-P2.-2 (a) Determine the classes of the Markov chain. For each class, establish whether it is recurrent or transient and whether it is periodic or aperiodic. (b) Do the limiting probabilities exist? If they do, compute them. (c) Is the chain time-reversible (see p. 147)? Justify.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
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Chapter3: Matrices
Section3.7: Applications
Problem 12EQ: 12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction...
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Question no. 24
A Markov chain with state space {-2,-1,0, 1,2} has the following one-
step transition probabilities:
Pi,i+1 =3/4 for i = -2,-1,0, 1
Pi,i-1 = 1/4 for i -1,0, 1,2
p-2,2 = 1/4 = 1- p2.-2
(a) Determine the classes of the Markov chain. For each class, establish
whether it is recurrent or transient and whether it is periodic or aperiodic.
(b) Do the limiting probabilities exist? If they do, compute them.
(c) Is the chain time-reversible (see p. 147)? Justify.
Transcribed Image Text:Urgent! Question no. 24 A Markov chain with state space {-2,-1,0, 1,2} has the following one- step transition probabilities: Pi,i+1 =3/4 for i = -2,-1,0, 1 Pi,i-1 = 1/4 for i -1,0, 1,2 p-2,2 = 1/4 = 1- p2.-2 (a) Determine the classes of the Markov chain. For each class, establish whether it is recurrent or transient and whether it is periodic or aperiodic. (b) Do the limiting probabilities exist? If they do, compute them. (c) Is the chain time-reversible (see p. 147)? Justify.
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