Mathematics · Markov Chains
Let (X n , n ≥ 0) be a Markov chain with state space {1, 2, 3, 4, 5} and transition matrix P given by: P = ⌈ 1/2 0 0 0 1/2 ⌉ ⌊ 0 1 0 0 0 ⌋ ⌊ 0 1 0 0 0 ⌋ ⌊ 1/5 1/5 1/5 1/5 1/5 ⌋ ⌊ 1/3 0 0 0 2/3 ⌋ Which of the following statements is true?
- 1State 4 is transient.✓
- 2{1, 5} forms a recurrent class.
- 3State 3 is recurrent.
- 4States 2 and 3 are absorbing.
Correct answer
State 4 is transient.
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