2. Let X₁, X₁,... be the Markov chain on state space {1,2,3,4} with transition matrix /1/2 1/2 0 0 1/7 0 3/7 3/7 1/3 1/3 1/3 2/3 1/6 1/6, (a) Explain how you can tell this Markov chain has a limiting distribution and how you could compute it. Your answer should refer to the relevant Theorems in the notes. (b) Find the limiting distribution for this Markov chain. (c) Without doing any more calculations, what can you say about p1100) and p2100)?

2. Let X₁, X₁,... be the Markov chain on state space {1,2,3,4} with transition matrix /1/2 1/2 0 0 1/7 0 3/7 3/7 1/3 1/3 1/3 2/3 1/6 1/6, (a) Explain how you can tell this Markov chain has a limiting distribution and how you could compute it. Your answer should refer to the relevant Theorems in the notes. (b) Find the limiting distribution for this Markov chain. (c) Without doing any more calculations, what can you say about p1100) and p2100)?

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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