Consider the Markov chain with transition matrix A Which st
Consider the Markov chain with transition matrix A = Which states are transient and which are recurrent? Is this Markov chain irreducible or reducible? What is its period? Find its stationary distribution. Give an example of the initial distribution such that the chain does not converge to this stationary distribution.
Solution
transients : state 1 and 4
recurrent : state 2 and 3
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this markov chain is reducible
period : 4
