2. Consider a Markov chain (✗n) with state space S = {1, 2, 3, 4, 5} and transition matrix 0.5 0.5 0 0 0 0.4 0.6 0 0 0 P = 0 0.3 0.3 0.4 0 0 0 0 0.6 0.4 0 0 0 0.6 0.4 One stationary distribution for this Markov chain is (4, 5,0,0,0). stationary distil Suppose the Markov chain (✗n) is started from the initial distribution λ = (0.1 0 0.7 0.2 0). What are the limiting probabilities lim→∞ P(X = i) for each i Є S? another [5] [4]

2. Consider a Markov chain (✗n) with state space S = {1, 2, 3, 4, 5} and transition matrix 0.5 0.5 0 0 0 0.4 0.6 0 0 0 P = 0 0.3 0.3 0.4 0 0 0 0 0.6 0.4 0 0 0 0.6 0.4 One stationary distribution for this Markov chain is (4, 5,0,0,0). stationary distil Suppose the Markov chain (✗n) is started from the initial distribution λ = (0.1 0 0.7 0.2 0). What are the limiting probabilities lim→∞ P(X = i) for each i Є S? another [5] [4]

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter2: Matrices

Section2.5: Markov Chain

Problem 49E: Consider the Markov chain whose matrix of transition probabilities P is given in Example 7b. Show...

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