3.I.9D

Markov Chains | Part IB, 2005

Prove that if two states of a Markov chain communicate then they have the same period.

Consider a Markov chain with state space {1,2,,7}\{1,2, \ldots, 7\} and transition probabilities determined by the matrix

(0141400141400000010001301313120000120161616160161600000100100000)\left(\begin{array}{ccccccc} 0 & \frac{1}{4} & \frac{1}{4} & 0 & 0 & \frac{1}{4} & \frac{1}{4} \\ 0 & 0 & 0 & 0 & 0 & 0 & 1 \\ 0 & 0 & 0 & \frac{1}{3} & 0 & \frac{1}{3} & \frac{1}{3} \\ \frac{1}{2} & 0 & 0 & 0 & 0 & \frac{1}{2} & 0 \\ \frac{1}{6} & \frac{1}{6} & \frac{1}{6} & \frac{1}{6} & 0 & \frac{1}{6} & \frac{1}{6} \\ 0 & 0 & 0 & 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 & 0 & 0 & 0 \end{array}\right)

Identify the communicating classes of the chain and for each class state whether it is open or closed and determine its period.

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