Unformatted text preview: such a way that each contains three balls. We say that the system is in state i , if the ±rst urn contains i white balls. At each step, we draw one ball from each urn and place the ball drawn from the ±rst urn into the second, and conversely with the ball drawn from the second urn. Let X n denote the state of the system after the n th step. Explain why X n is a Markov chain and calculate its transition probability. Classify the states, determine transient and recurrent states, and decide whether the chain is irreducible or aperiod. Problem 5: Let X n be a sequence of random variables with values in Z , such that X n = X 2 n1 . Is X n a Markov chain? If so, determine the transition matrix and ±nd all recurrent states....
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This note was uploaded on 04/15/2010 for the course STAT 416 taught by Professor Denker during the Spring '08 term at Penn State.
 Spring '08
 DENKER
 Stochastic Modeling

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