as 4. (15 marks) Consider a discrete-time Markov chain with its one-step transition probability matrix 1/4...
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as 4. (15 marks) Consider a discrete-time Markov chain with its one-step transition probability matrix 1/4 3/4 0 P = 1/2 1/2 0 1/2 0 1/2 Suppose its state space is {0, 1, 2}. (1) Specify the classes of the above Markov chain, determine whether they are transient or recurrent, and find the period of states. Please explain the reason in detail. (2) Find f, i.e., the first-time-passage probability from state 2 to state 0 in 3 steps. as 4. (15 marks) Consider a discrete-time Markov chain with its one-step transition probability matrix 1/4 3/4 0 P = 1/2 1/2 0 1/2 0 1/2 Suppose its state space is {0, 1, 2}. (1) Specify the classes of the above Markov chain, determine whether they are transient or recurrent, and find the period of states. Please explain the reason in detail. (2) Find f, i.e., the first-time-passage probability from state 2 to state 0 in 3 steps.
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