Question 6 [14 points]: Consider a Markov chain (XnJn2o with state space S 11,2,3,4) and transition…

Question 6 [14 points]: Consider a Markov chain (XnJn2o with state space S 11,2,3,4) and transition kernel: 1/9 0 0 8/9 1/16 1/8 13/16 0 (a) List all the communication classes, and indicate if they are recurrent or visit state 1 and then come back to state 4. Compute E(T). What is the 1/40 0 3/4ノ transient. (b) 4 (initial state) and T the number of transitions required to Let distribution of T?