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# hw1sol - [Can use e.g the expansion that f ij = p ij ∑ k...

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STA447/2006 HW#1 Solutions – OUTLINE ONLY NOTE: What follows is just an outline of the homework solutions, taken mostly from the textbook’s solutions manual. These solutions may be in- correct or incomplete; more complete explanations are required to earn full points on the homework. Question 3: (a) States 1,6,7 are recurrent; states 2,3,4,5 are transient. (b)

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Unformatted text preview: [Can use e.g. the expansion that f ij = p ij + ∑ k 6 = j p ik f kj .] Answers are f 11 = f 21 = f 31 = 1, f 61 = f 71 = 0, f 51 = 1 / 3, and f 41 = (1 / 2) + (1 / 2)(1 / 3) = 2 / 3. 1 2 (You also have to prove the chain is irreducible and aperiodic , though that is not too hard.) 3...
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hw1sol - [Can use e.g the expansion that f ij = p ij ∑ k...

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