The transition matrix of a Markov chain is given by 0 0 P = (a) Find two distinct stationary distributions of this Markov chain. (b) Find the general form of the stationary distribution. (c) If 0 = (, 1 ) is the initial probability vector at time 0, ,π(m) = (금,. . ↓.1). 4'4' 6' 6 then show that lim,→∞ 12 6 4 4: 4 HI2 O1602/13 HIN O 2I 0116

MATLAB: An Introduction with Applications
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The transition matrix of a Markov chain is given by
0 0
P =
(a) Find two distinct stationary distributions of this Markov chain.
(b) Find the general form of the stationary distribution.
(c) If 70) = (, 4, ¿, 1, ) is the initial probability vector at time 0,
,π(m) = (금' 등,을 ,).
4'4'6' 6' 6
then show that limn
12
HIN O -160 2/3
HIN O 230116
O 0 -16 0 116
Transcribed Image Text:The transition matrix of a Markov chain is given by 0 0 P = (a) Find two distinct stationary distributions of this Markov chain. (b) Find the general form of the stationary distribution. (c) If 70) = (, 4, ¿, 1, ) is the initial probability vector at time 0, ,π(m) = (금' 등,을 ,). 4'4'6' 6' 6 then show that limn 12 HIN O -160 2/3 HIN O 230116 O 0 -16 0 116
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