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GATE 2025 ST – Question 51

Stochastic Processes · Markov Chains · 2 marks · Multiple select

A Markov chain on {1,2,3} has $P=\begin{pmatrix}0&1/2&1/2\\1/3&0&2/3\\2/5&3/5&0\end{pmatrix}$ and π=(18,24,25)/67. Which hold?

  1. π is stationary.
  2. πᵀ is an eigenvector of Pᵀ.
  3. P(X₃=1|X₁=1)=11/30
  4. Some state is transient.

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Show answer and explanation

Correct answer: (A) π is stationary.; (B) πᵀ is an eigenvector of Pᵀ.; (C) P(X₃=1|X₁=1)=11/30

Explanation

Multiplication gives πP=(24/3+25·2/5,18/2+25·3/5,18/2+24·2/3)/67=(18,24,25)/67, proving A and the eigenvalue-1 statement B. The two-step return probability is (1/2)(1/3)+(1/2)(2/5)=1/6+1/5=11/30. All states communicate in a finite chain and are positive recurrent, refuting D. **A,B,C**.

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