(Answered) Question reflecting random walk on the line consider the

Statistics

Question: Reflecting random walk on the line. Consider the points 1; 2; 3; 4 to be marked on a straight line. Let Xn be a Markov chain that moves to the right with probability 2/3 and to the left with probability 1/3, but subject this time to the rule that if Xn tries to go to the left from 1 or to the right from 4 it stays put. Find

(a) the transition probability for the chain, and

(b) the limiting amount of time the chain spends at each site.

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