Let X0,X1, . . . be the Markov chain with state space {1,2,3,4} and transition matrix
for some 0<=p<=1/2.
i) For which values of p is this Markov chain regular?
Is that p=0? otherwise the first row will not sum to 1.
ii) Find the limiting distribution for this Markov chain when p = 1/10.
I think I will be able to work this out!
How do do the the following?
iii) Suppose that the Xi forming the Markov chain of part ii) represent the location
on day i of a study of a gorilla moving randomly between 4 regions of a forest.
Write one sentence which explains the significance of the first coordinate
in the limiting distribution. Your answer should make sense to an intelligent
non-mathematician and should not use any special mathematical notation or
terminology.
Many Thanks