Consider the stochastic matrix P = Eli 11 (a) Find a formula for pk. a (b) Explain why no power of P has all positive en
Posted: Thu Jan 13, 2022 5:45 am
Consider the stochastic matrix P = Eli 11 (a) Find a formula for pk. a (b) Explain why no power of P has all positive entries. Thus P is not regular. (c) Find the steady-state vector ģ for P. Check that Pộ = ģ. = = pk xo. does (d) Invent an initial state vector X, such that the Markov chain Xk not converge to ģ as k → 00. Explain why convergence fails.