Question

Consider the Markov chain with state space {1,2,...} and transition probability
p(m, m+1=(2m+2) for m>=1
p(m, m-1) = 1/2 for m>=2
p(m,m)=(1/2m+2) for m>=2
p(m, m-1) = 1/2
and p(1 , 1) = I-p(1,2) = 3/4. Show that there is no stationary distribution.

Answer 1

Answer:

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