Equilibrium probability vector for appropriate

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1. Toss a fair die repeatedly. Let Sn denote the total of the outcomes through the nth toss. Show that there is a limiting value for the proportion of the first n values of Sn that are divisible by 7, and compute the value for this limit. Hint : The desired limit is an equilibrium probability vector for an appropriate seven state Markov chain.

2. Let P be the transition matrix of a regular Markov chain. Assume that there are r states and let N (r) be the smallest integer n such that P is regular if and only if PN (r) has no zero entries. Find a finite upper bound for N (r). See if you can determine N (3) exactly.

Reference no: EM13985161

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