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1. (a) Here
p, j = i + 1
pij = P (Xn+1 |Xn ) = q, j = i − 1
0 otherwise
(2n) 1
p00 = √ (4pq)n
nπ
2. since 0 is the absorbing state, system can jump from the state j to
the state 0 by making self-loop in that state and coming back to the
previous state.
(n) n − 1 n−j j
∴ fj0 = p q n = j, j + 1, j + 2, . . .
j−1
4. Consider the Markov chain with state space S ={0, 1, 2, 3} with prob-
1/2 1/2 0
ability transition matrix P = 1/2 1/2 0 . Here 2 is transient
1/3 1/3 1/3
and 0, 1 are recurrent state, which have same limiting distribution as
stationary distribution.