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March 26th, 2014, 04:41 AM   #1
Joined: Mar 2014

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Markov Chain is Null Recurrent


If anyone is able to give me a hand or point me in the right direction I would be very grateful. I have a test on Friday and have absolutely no idea how to do this.

Two fair coins are tossed repeatedly. Let Xn denot (Total Number of Heads from Coin 1)-(Total Number of Heads from Coin 2) after n tosses. Thus the state space is {0, 1, 2, .... }. Show that the zero state, where the total number of heads is the same for each coin, is null recurrent.

Thank you so much in advance!!
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