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Consider a birth-and-death Markov chain on {0, 1, 2,...} with transition probabilities given by 2 P0,1 = 1, Pi,i-1 + Pii
Posted: Sun Oct 03, 2021 11:03 am
by answerhappygod
- Consider A Birth And Death Markov Chain On 0 1 2 With Transition Probabilities Given By 2 P0 1 1 Pi I 1 Pii 1 (34 KiB) Viewed 110 times
Consider a birth-and-death Markov chain on {0, 1, 2,...} with transition probabilities given by 2 P0,1 = 1, Pi,i-1 + Pii+1 = 1, Pi,i+1 = (+) Pi,i-1, i>1. Assuming Xo = 0, calculate the probability of the event {Xn> 1 for all n > 1}. Hint: You may use the following result without proof: 1 72 m2 m=1 6