Exam MAS-I Practice Question 19
Study guide: Exam MAS-I
Each of the following is the transition matrix of an ergodic Markov chain on states 1, 2 and 3. Determine which of the chains are time reversible.
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I.
\begin{bmatrix} 0.2 & 0.5 & 0.3 \\ 0.5 & 0.1 & 0.4 \\ 0.3 & 0.4 & 0.3 \end{bmatrix} -
II.
\begin{bmatrix} 0.5 & 0.5 & 0 \\ 0 & 0.5 & 0.5 \\ 0.5 & 0 & 0.5 \end{bmatrix} -
III.
\begin{bmatrix} 0 & 1/2 & 1/2 \\ 1/3 & 0 & 2/3 \\ 1/4 & 1/2 & 1/4 \end{bmatrix} -
A) I only
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B) I and II only
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C) I and III only
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D) II and III only
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E) The answer is not given by (A), (B), (C), or (D)
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