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

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1 71 To See What The Conditions In The Last Problem Say We Will Now Consider Some Concrete Examples Let Pz 1 2 Qz E 2 1 (26.73 KiB) Viewed 52 times

1.71. To see what the conditions in the last problem say we will now consider some concrete examples. Let pz 1/2, qz e-2/2, rx = 1/2 - 9. for x >1 and Po = 1. For large x, qx (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.