Question: It's from a course about Stochastic Processes . 1.73. Consider the Markov chain with state space {1, 2, ...} and transition proba- bility p(m, m

It's from a course about Stochastic Processes.

1.73. Consider the Markov chain with state space {1, 2, ...} and transition proba- bility p(m, m + 1) = m/ (2m + 2) for m > 1 p(m, m - 1) = 1/2 for m > 2 p(m, m) = 1/(2m + 2) for m > 2 and p(1, 1) = 1 - p(1, 2) = 3/4. Show that there is no stationary distribution

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