Problems in Markov chains - ku
Problem 3.1 Below a series of transition matrices for homogeneous Markov chains is given. Draw (or sketch) the transition graphs and examine whether the chains are irreducible. Classify the states. (a) 1 0 0 0 1 0 1/3 1/3 1/3 (b) 0 1/2 1/2 1 0 0 1 0 0 (c) 0 1 …
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