Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/ib/paper-3/9h/ii/solution

The three year states are transient states: from each there is positive probability of entering an absorbing state, and repeated trials make eventual departure certain because . The singleton classes and are closed absorbing states, hence recurrent. Thus the chain has two closed recurrent classes and three transient singleton classes.

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