- 1.71. To see what the conditions in the last problem say we will now consider some concrete examples. Let px = 1/2, 9x
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 px = 1/2, 9x = e-****/2, T1 = 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.