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Let X; be a Markov chain generated using some initial probability P[1] and the transition matrix II, 0.1 0.3 0.4 0.2 0.2 0.1 0.3 0.4 II = 0.4 0.2 0.1 0.3 0.3 0.4 0.2 0.1 First verify if X, is (i) ireucible, and (ii) aperiodic, and then find the stationary probability vector for X,.

Let X; be a Markov chain generated using some initial probability P[1] and the transition matrix II, 0.1 0.3 0.4 0.2 0.2 0.1 0.3 0.4 II = 0.4 0.2 0.1 0.3 0.3 0.4 0.2 0.1 First verify if X, is (i) ireucible, and (ii) aperiodic, and then find the stationary probability vector for X,.

Elementary Linear Algebra (MindTap Course List)
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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Let X; be a Markov chain generated using some initial probability P[1] and the transition matrix II, 0.1 0.3 0.4 0.2 0.2 0.1 0.3 0.4 II = 0.4 0.2 0.1 0.3 0.3 0.4 0.2 0.1 First verify if X; is (i) irreducible, and (ii) aperiodic, and then find the stationary probability vector for X,.
Transcribed Image Text:Let X; be a Markov chain generated using some initial probability P[1] and the transition matrix II, 0.1 0.3 0.4 0.2 0.2 0.1 0.3 0.4 II = 0.4 0.2 0.1 0.3 0.3 0.4 0.2 0.1 First verify if X; is (i) irreducible, and (ii) aperiodic, and then find the stationary probability vector for X,.
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