Let {Xn : n = 0, 1,...} be a random walk with state space
Chapter , Problem 21(choose chapter or problem)
Let {Xn : n = 0, 1,...} be a random walk with state space {0, 1, 2,...} and transition probability matrix P = 1 p p 0 0 0 0 ... 1 p 0 p 0 0 0 ... 0 1 p 0 p 0 0 ... 0 0 1 p 0 p 0 ... 0 0 0 1 p 0 p . . . . . . , where 0 < p < 1. (See Example 12.12.) Determine those values of p for which, for each j 0, limn pn ij exists and is independent of i. Then find the limiting probabilities.
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer