In: Statistics and Probability
5. At each time period, a physical particle can be at one of three locations: A, B, or C. It is never at the same location for two successive time periods and moves to any of the other two locations with probability 1/2.
(a) Set up a stochastic matrix corresponding to this Markov process. Is the matrix regular? (Just yes / no answer is not acceptable—show all steps of your reasoning.)
(b) Formulate a system of linear equations for finding the stable distribution for this process and use the Gauss-Jordan elimination procedure to solve the system. Find the stable matrix.
(c) What is the probability for the particle to be at each location?