Consider a Markov chain with state space {1,2,3} and transition probabilities P13 = P21 = P32 = 0 and all other transition probabilities are 1/2. What is the long-run proportion of time that this chain spends in state 1? 1/3 1/2 It depends on which state the chain starts in. 2/3

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
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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Consider a Markov chain with state space {1,2,3} and transition probabilities P13 = P21 = P32 = 0 and all other transition probabilities are 1/2. What is the long-run
proportion of time that this chain spends in state 1?
O 1/3
1/2
It depends on which state the chain starts in.
O 2/3
Transcribed Image Text:Consider a Markov chain with state space {1,2,3} and transition probabilities P13 = P21 = P32 = 0 and all other transition probabilities are 1/2. What is the long-run proportion of time that this chain spends in state 1? O 1/3 1/2 It depends on which state the chain starts in. O 2/3
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