Explore BrainMass

Explore BrainMass

    Some questions about a Markov chain.

    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 June 3, 2020, 5:12 pm ad1c9bdddf
    https://brainmass.com/statistics/markov-processes/some-questions-markov-chain-17951

    Attachments

    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.

    $2.19

    ADVERTISEMENT