2. Consider the Markov jump process with generator matrix то 1 1 0 0 0 0 то 1 0 -1 0 0002 OOOTI 00 0 0 2 -4 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 -2 1 0 0 то 1 0000 and let (P(t)) be the associated transition semigroup. Find lim∞ P(t). Hint: find the communicating classes and their hitting probabilities.
2. Consider the Markov jump process with generator matrix то 1 1 0 0 0 0 то 1 0 -1 0 0002 OOOTI 00 0 0 2 -4 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 -2 1 0 0 то 1 0000 and let (P(t)) be the associated transition semigroup. Find lim∞ P(t). Hint: find the communicating classes and their hitting probabilities.
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.
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