Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2012/m/m1/b/i/solution

First the entries must be nonnegative: together with the given , validity of the transition matrix requires and . Every row then sums to one.
The only incoming edge to state is , of probability . If , no other state can reach , so the chain is not irreducible. If , all edges in the directed cycle
have positive probability, since , and . Traversing this cycle connects every state to every other state. Therefore

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