Question: Consider the Markov chain with state space {1, 2, . . .} and transition probability Pm,m+l = % for m 2 1, Pm,m_1 = %
Consider the Markov chain with state space {1, 2, . . .} and transition probability

Pm,m+l = % for m 2 1, Pm,m_1 = % for m 2 2, and P1,1 = %. Show that this chain admits no stationary distribution
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