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1. (Wheel of Fortune Continued). Consider again the Markov chains corresponding to the wheel of fortune. Prove or disprove that they are irreducible and aperiodic.

2. (Stationary Distribution in Ehrenfest Model). Consider the general Ehrenfest chain defined in the text, with balls, and transfer probabilities ?; ?; 0 ?; ? 1. Identify a stationary distribution if it exists.

3. (Time Until Break away). Consider a general stationary Markov chain fXng, and let D minf1X¤ X0g.

(a) Can be equal to 1 with a positive probability?

(b) Give a simple necessary and sufficient condition for P.T 11.

(c) For the weather pattern, Ehrenfest urn, and the cat and mouse chain, compute E.T jXi/ for a general in the corresponding state space S.

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  • Category:- Statistics and Probability
  • Reference No.:- M91641488

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