1.71. To see what the conditions in the last problem say we will now consider some concrete examples. Let Pa 1/2, 92 = e
Posted: Thu Feb 17, 2022 10:59 am
1.71. To see what the conditions in the last problem say we will now consider some concrete examples. Let Pa 1/2, 92 = e-co/2, P= 1/2 - 4x for x > 1 and po = 1. For large x, 4c = (1 – cx )/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.