|
In this model we have , i.e., an AR(1) model. A close look at this AR(1) model immediately makes it clear that if , then the process blows up. Consider we have 6 particles in all and for simplicity each cell marked A and B has three particles in each. Hence from state we can go to state or , which means that when we move from to , then the corresponding probability is , while for the movement from state to it is . Thus the transition matrix is of the form as shown and if we draw the graph then we have the movement of the particle as given in Figure 6.2
![](images/2.jpg)
Figure 6.2: Diagrammatic representation of the movement of a particle
|