Stochastic

# 154 prove that if pij 0 for all i and j then a

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Unformatted text preview: 1 is a stationary distribution. 1.48. Random walk on a clock. Consider the numbers 1, 2, . . . 12 written around a ring as they usually are on a clock. Consider a Markov chain that at any point jumps with equal probability to the two adjacent numbers. (a) What is the expected number of steps that Xn will take to return to its starting position? (b) What is the probability Xn will visit all the other states before returning to its starting position? The next three examples continue Example 1.34. Again we represent our chessboard as {(i, j ) : 1 i, j 8}. How do you think that the pieces bishop, knight, king, queen, and rook rank in their answers to (b)? 1.49. King’s random walk. A king can move one squares horizontally, vertically, or diagonally. Let Xn be the sequence of squares that results if we pick one of king’s legal moves at random. Find (a) the stationary distribution and (b) the expected number of moves to return to corner (1,1) when we start there. 1.50. Bishop’s random walk. A b...
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## This document was uploaded on 03/06/2014 for the course MATH 4740 at Cornell.

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