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Part CCSIR NET June 2024no-finite-chain-has-a-null-recurrent-state

No finite chain has a null recurrent state

Transition probability matrix of a homogeneous Markov chain with states 0, 1, 2, 3 is P = [[1/4, 3/4, 0, 0], [1, 0, 0, 0], [2/3, 0, 1/3, 0], [0, 0, 2/5, 3/5]], where rows and columns are indexed 0, 1, 2, 3. Which of the following statements are true?

  1. A.state 0 is positive recurrent✓
  2. B.state 3 is transient✓
  3. C.state 1 is aperiodic and positive recurrent✓
  4. D.state 2 is aperiodic and null-recurrent

You have the answer. Trap Analysis is why the other three were written.

Not a worked solution repeated four times — the specific reasoning error each wrong option was built to reward.

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50 are analysed free — try those first.

Related counterexample: An irreducible chain with a stationary distribution converges to it

More on this topic

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

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