Results 1 to 3 of 3

Math Help - Show that the Markov chain is irreducible.

  1. #1
    Junior Member
    Joined
    Jan 2009
    Posts
    30

    Show that the Markov chain is irreducible.

    Show that the following Markov chain is irreducible:

    S=\{0, 1, 2, ..., N\}
    p(X_{0}=i)=\frac{1}{(N+1)} for i=0,...,N

    for all state (except 0 and N)
    P_{ij}= \frac{1}{3}, j=i
    P_{ij}= \frac{1}{3}, j=i+1
    P_{ij}= \frac{1}{3}, j=i-1

    for state 0
    P_{0j}= \frac{2}{3}, j=i=0
    P_{0j}= \frac{1}{3}, j=i+1=1

    for state N
    P_{Nj}= \frac{2}{3}, j=i=N
    P_{Nj}= \frac{1}{3}, j=i-1=N-1
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Newbie
    Joined
    Oct 2009
    Posts
    1
    Do not give full solutions. This is an assignment question
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by Langtry View Post
    Do not give full solutions. This is an assignment question
    Thread closed pending further investigation.

    MHF policy is to not knowingly give help with questions that contribute towards the final grade of a student.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Irreducible Markov chain
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: October 15th 2011, 05:40 AM
  2. When is an Irreducible Markov Chain is transient
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: May 11th 2010, 03:20 AM
  3. how do i prove a markov chain is irreducible?
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: October 6th 2009, 03:27 PM
  4. show this is a markov chain
    Posted in the Statistics Forum
    Replies: 0
    Last Post: October 30th 2008, 01:32 PM
  5. Replies: 2
    Last Post: October 28th 2008, 06:32 PM

Search Tags


/mathhelpforum @mathhelpforum