Consider the Markov chain with state space {0, 1, 2} and the transition probability matrix P = [[0, 1/2, 1/2], [3/4, 0, 1/4], [3/4, 1/4, 0]]. Let P⁽⁾ = ((P⁽⁾ denote the n-step transition probability matrix. Then, which of the following statements are true?
Part CCSIR NET December 2024no-state-of-a-finite-irreducible-chain-is-transient
No state of a finite irreducible chain is transient
Related counterexample: An irreducible chain with a stationary distribution converges to it
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The chapter behind this: Markov chains: classification and stationary behaviour — free to read
From Limit Theorems and Markov Chains › Markov chains: classification of states, stationary distributions