Consider an urn with K balls, some of which are white and some are black. At each stage, a fair coin is flipped. If the head appears, then a ball is chosen at random from the urn and is replaced by a white ball. On the other hand, if the tail appears, then a ball is chosen at random from the urn and is replaced by a black ball. Let Xn be the number of white balls in the urn after the n -th stage. Is the process {Xn : n = 0, 1, · · · } a discrete-time Markov chain? If so, specify the state space and transition probabilities; otherwise explain why it is not a Markov chain.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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Consider an urn with K balls, some of which are white and some are black. At each stage, a fair coin is flipped. If the head appears, then a ball is chosen at random from the urn and is replaced by a white ball. On the other hand, if the tail appears, then a ball is chosen at random from the urn and is replaced by a black ball. Let Xn be the number of white balls in the urn after the n -th stage.


Is the process {Xn : n = 0, 1, · · · } a discrete-time Markov chain? If so, specify the state space and
transition probabilities; otherwise explain why it is not a Markov chain.

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