stat2303_tutorial08

E the markov chain is irreducible and hence all the

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Unformatted text preview: ecurrent. Moreover, state 0 is aperiodic as 21 0, 1 0 and 0 for 6 . Therefore all the states are aperiodic and hence the Markov chain is ergodic. Thus the limiting probabilies are given by the unique solution of 1 1 1 1 1 and 1 Since 0.2 satisfies the above equations and limiting probabilities must be unique, the limiting probabilities of all the five states must be 0.2. c) What is the expected number of steps the particle takes to return to the starting position? 1 5 Page 5 of 5...
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This note was uploaded on 03/15/2014 for the course STAT 2303 taught by Professor Steven during the Fall '11 term at HKU.

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