Introduction to Probability · Problem 11.1.2

Markov Chains — Grinstead & Snell

Mathematics — Probability · markov-chains-introduction

Problem

In Example 11.4, let

a = 0

and

b = 1/2

. Find

\mathbf{P}

\mathbf{P}^2

, and

\mathbf{P}^3

. What would

\mathbf{P}^n

be? What happens to

\mathbf{P}^n

n

tends to infinity? Interpret this result.