Generalize Exercise 4.17 to the case of a Markov chain [P] with m recurrent classes and one or more transient classes. In particular, Exercise 4.17 Let [P] be the transition matrix for an aperiodic...

Generalize Exercise 4.17 to the case of a Markov chain [P] with m recurrent classes and one or more transient classes. In particular,

Exercise 4.17

Let [P] be the transition matrix for an aperiodic Markov unichain with the states numbered as in Figure 4.5.