1.71. To see what the conditions in the last problem say we will now consider some concrete examples. Let P. 1/2, 92 = e

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1 71 To See What The Conditions In The Last Problem Say We Will Now Consider Some Concrete Examples Let P 1 2 92 E 1 (27.58 KiB) Viewed 64 times

1.71. To see what the conditions in the last problem say we will now consider some concrete examples. Let P. 1/2, 92 = e-cr/2, P= 1/2 - 4. for 2 > 1 and po = 1. For large 2, 9x = (1 - cx-a)/2, but the exponential formulation keeps the probabilities nonnegative and makes the problem easier to solve. Show that the chain is recurrent if a > 1 or if a = 1 and c < 1 but is transient otherwise.