(a) Show that, if there are more than one state, and p ii = 1 for some...

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(a) Show that, if there are more than one state, and p_ii = 1 for some i, then the chain is reducible.

(b) Give an example of a reducible chain for which all transition probabilities are less than one.

(c) Show that in order to specify the classes of a chain, we do not need to know particular values of transition probabilities but only which of them are not equal to zero. Why does it not contradict the statement?

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 05, 2024 01:00 PM

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(a) Show that, if there are more than one state, and p ii = 1 for some...

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a If p ii 1 then the state i do not communicate with any other s...View the full answer

Probability And Stochastic Modeling

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