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
Posted: Thu Feb 17, 2022 11:05 am
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.