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markov

markov

can u do this in 8 hrs max
Fix a parameter a ? (0,1) and consider a Markov chain on Z+ = {0,1,2,…} with transition probabilities given by p(0, 1) = 1 and p(n,n-1)= an/(n+1) , p(n,n+1)=((1-a)n+1)/(n+1), for n>=1. Determine for which values of a ? (0, 1) the Markov chain is positive recurrent, null recurrent, and transient.

determine which part is pos recu null recu or tran ?

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