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March 6th, 2016, 08:53 PM   #1
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Advanced Markov Problem

Hi, Can someone help me solve this question (5) please

5. [Markov Chain Advanced, 15 Points] The one-step transition probability matrix with seven states (i.e., 0, 1, 2, 3, 4, 5, 6) of a Markov chain is given below:
(a) Determine the classes of this Markov chain and, for each class, determine whether it is recurrent, transient or absorbing.
(b) For each of the classes identified in part (a), determine the periodicities of each class.
(c) Starting from state 2 and state 4 respectively, what are the mean numbers of times state 2 and state 4 will be visited if the Markov chain is continued for infinite time period?
(e) Starting from state 0, what is the probability to reach to state 1 for the first time after exactly four time periods?
(f) If we start from state 3, what is the limiting (steady-state) probability of being into state 1?

Last edited by aditimittal; March 6th, 2016 at 08:56 PM.
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March 8th, 2016, 02:00 PM   #2
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one-step transition probability matrix given below
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