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A (time-homogeneous) Markov chain built on states A and B is depicted in the diagram below....

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Statistics

A (time-homogeneous) Markov chain built on states A and B isdepicted in the diagram below. What is the probability that aprocess beginning on A will be on B after 2 moves?

consider the Markov chain shown in Figure 11.14.

Figure 11.14- A state transition diagram.

  1. Is this chain irreducible?
  2. Is this chain aperiodic?
  3. Find the stationary distribution for this chain.
  4. Is the stationary distribution a limiting distribution for thechain?

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