Which of the following (when stationary) are reversible Markov chains? 1 -α (₁ a B) В 1- 6. (a) The chain X = {X₂} having transition matrix P = 0 (₁) Р P (b) The chain Y = {Yn} having transition matrix P = P 0 where a + ß> 0. P P 1-p 0 (c) Zn = (Xn, Yn), where Xn and Yn are independent and satisfy (a) and (b). where 0 < p < 1.

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6. Which of the following (when stationary) are reversible Markov chains?
(₁
"B)
(a) The chain X = {X₂} having transition matrix P
=
(b) The chain Y = {Yn} having transition matrix P =
1 - a
(
В
0
P
0
Р
where a + ß> 0.
P
P
P 1-p 0
(c) Zn = (Xn, Yn), where Xn and Yn are independent and satisfy (a) and (b).
where 0 < p < 1.
Transcribed Image Text:6. Which of the following (when stationary) are reversible Markov chains? (₁ "B) (a) The chain X = {X₂} having transition matrix P = (b) The chain Y = {Yn} having transition matrix P = 1 - a ( В 0 P 0 Р where a + ß> 0. P P P 1-p 0 (c) Zn = (Xn, Yn), where Xn and Yn are independent and satisfy (a) and (b). where 0 < p < 1.
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