Explore BrainMass

Explore BrainMass

    Some questions about a Markov chain.

    Not what you're looking for? Search our solutions OR ask your own Custom question.

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    Category: Statistics > Simple Regression
    Subject: birth-death process
    Details: Let a Markov chain have transition probabilities Pi,i+1 = 1/(i+1) and Pi,0 = i/(i+1) for i=0,1,2, . . . .
    i) Is the chain positive recurrent? Or transient or null recurrent?
    ii) Does a stationary distribution exist? If it does, what is it?
    See also attachment.

    © BrainMass Inc. brainmass.com September 26, 2022, 6:28 pm ad1c9bdddf


    Solution Summary

    The following outlines the process for answering several questions involving a Markov chain. Specifically, whether or not the chain is recurrent and whether or not a stationary distribution exists.