Paper 3, Section I, E
An intrepid tourist tries to ascend Springfield's famous infinite staircase on an icy day. When he takes a step with his right foot, he reaches the next stair with probability , otherwise he falls down and instantly slides back to the bottom with probability . Similarly, when he steps with his left foot, he reaches the next stair with probability , or slides to the bottom with probability . Assume that he always steps first with his right foot when he is at the bottom, and alternates feet as he ascends. Let be his position after his th step, so that when he is on the stair , where 0 is the bottom stair.
(a) Specify the transition probabilities for the Markov chain for any .
(b) Find the equilibrium probabilities , for . [Hint:
(c) Argue that the chain is irreducible and aperiodic and evaluate the limit
for each .