2. Consider a Markov chain X = (Xn)n20 with state space S = {1, 2, 3} and transition matrix [0.5 0 0.5] 0 1 0 0.4 0 0.6 (a) Which states are transient and which are recurrent? (b) Is this markov chain irreducible or reducible?

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.
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2. Consider a Markov chain X
=
(Xn)n≥0 with state space S =
{1, 2, 3} and transition matrix
[0.5 0 0.5]
0 1
0
0.4 0 0.6
(a) Which states are transient and which are recurrent?
(b) Is this markov chain irreducible or reducible?
Transcribed Image Text:2. Consider a Markov chain X = (Xn)n≥0 with state space S = {1, 2, 3} and transition matrix [0.5 0 0.5] 0 1 0 0.4 0 0.6 (a) Which states are transient and which are recurrent? (b) Is this markov chain irreducible or reducible?
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