Consider a markov chain xn n isin n taking values in the, Ask an Expert

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Consider a Markov chain {Xn; n ∈ N} taking values in the finite state E = {1, 2, 3, 4, 5, 6}, with a transition matrix P whose off-diagonal entries are given by

1. Find the diagonal entries of P.

2. Show that E can be partitioned into three equivalence classes to be specified, of which one (T ) is transient and two (R1 and R2) are recurrent.

3. Find an invariant probability whose support is R1 and another whose support is R2. Find all invariant probabilities.

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Computer Engineering, Engineering

Category:- Computer Engineering
Reference No.:- M92019867

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