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In: Statistics and Probability

Let {Xn|n ≥ 0} is a Markov chain with state space S = {0, 1, 2,...

Let {Xn|n ≥ 0} is a Markov chain with state space S = {0, 1, 2, 3}, and transition probability matrix (pij ) given by   2 3 1 3 0 0 1 3 2 3 0 0 0 1 4 1 4 1 2 0 0 1 2 1 2   Determine all recurrent states. Q3. Let {Xn|n ≥ 0} is a Markov chain with state space S = {0, 1, 2} and transition probability matrix (pij ) given by   2 3 1 3 0 1 3 2 3 0 0 1 4 3 4   Determine all transient states. Q4. Classify the states {1, 2, 3} of the Markov chain with transition matrix   1 3 1 3 1 3 1 2 0 1 2 2 3 0 1 3 

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