Learning

Question: Let $\{X_n:n \ge0 \}$ be a time- homogeneous discrete time Markov-chain with either finite or countable state space $S$. Then $1.$ there is at least one recurrent state $2.$ if there is an absorbing state, then there exists at least one stationary distribution $3.$ if all states are p...

Question: Let $P$ be the stationary transition probability matrix of the Markov Chain $\{X_n:n\ge0\}$ which is irreducible and every state has period $2$. Further, suppose that Markov Chain $\{Y_n:n\ge 0\}$ on the same state space has transition probability matrix $P^2$. Both the chains are assum...