Question: 1.3. A Markov chain has the transition probability matrix where a; ? 0, i = 1, ... , 6, and a, + + a6 =

1.3. A Markov chain has the transition probability matrix

0 1 2 3 4 5 1 1 0 0 0 0

where a; ? 0, i = 1, ... , 6, and

a, + + a6 = 1. Determine the limiting probability of being in state 0.

0 1 2 3 4 5 1 1 0 0 0 0 0 20 1000 0 P = 3 0 0100 0 4 0 0 0 10 0 5 || 0 0001 0

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