Consider a Markov chain on {1,2,3,4,5,6} with transition matrix 

a. What are the recurrent and transient classes for this chain?
b. Find the limiting matrix for each recurrent class.
c. Find the absorption probabilities from each transient state into each recurrent class.

d. Use the results of parts (b) and (c) to find

e. Confirm your answer in part (d) by taking P to a high power.

Transcribed Image Text:

P = = 1/3 2/3 0 0 0 Lo 1/2 1/2 0 0 0 0 0 0 1/4 3/4 0 0 0 0 2/3 1/3 0 0 1/2 0 0 0 1/4 1/4 0 0 1/2 0 1/4 1/4