Consider the following Markov chain on the state space {1, 2, 3, 4, 5, 6} 5 0.5 0.5 0.5

Chapter 11, Problem 19

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Consider the following Markov chain on the state space {1, 2, 3, 4, 5, 6} 5 0.5 0.5 0.5 0.3 0.2 0.2 0.7 0.7 0.8 0.3 0.5 0.3 (a) Suppose the chain starts at state 1. Find the distribution of the number of times that the chain returns to state 1. (b) In the long run, what fraction of the time does the chain spend in state 3? Explain briefly.

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