0 0 0 0 0 2 Let Xn N 0 Be A Markov Chain With State Space 0 1 2 3 And Transition Matrix 1 4 0 1 2 1 4 P 1 5 4 5 1 1 (23.93 KiB) Viewed 54 times
0 0 0 0 0 2 Let Xn N 0 Be A Markov Chain With State Space 0 1 2 3 And Transition Matrix 1 4 0 1 2 1 4 P 1 5 4 5 1 2 (23.93 KiB) Viewed 54 times
0 0 0 0 0 2 Let Xn N 0 Be A Markov Chain With State Space 0 1 2 3 And Transition Matrix 1 4 0 1 2 1 4 P 1 5 4 5 1 3 (23.93 KiB) Viewed 54 times
0 0 0 0 0 2. Let {Xn: n >0} be a Markov chain with state space {0,1,2,3) and transition matrix 1/4 0 1/2 1/4 P 1/5 4/5 1 1/3 1/3 0 1/3 a) Suppose that Xo = 0. Compute the expected time number of steps) until the chain reaches state 3 for the first time. b) Again assuming that Xo = 0, compute the expected number of times that the chain visits state 1 before reaching state 3 for the first time. Note the difference between (a) and (b): for the first one, you set a counter that increases by one at each time point until you reach state 3. For the second, you set a counter that increases by one only when you visit state 1 (before visiting state 3, of course!).
0 0 0 0 0 2. Let {Xn: n >0} be a Markov chain with state space {0,1,2,3) and transition matrix 1/4 0 1/2 1/4 P 1/5 4/5 1 1/3 1/3 0 1/3 a) Suppose that Xo = 0. Compute the expected time number of steps) until the chain reaches state 3 for the first time. b) Again assuming that Xo = 0, compute the expected number of times that the chain visits state 1 before reaching state 3 for the first time. Note the difference between (a) and (b): for the first one, you set a counter that increases by one at each time point until you reach state 3. For the second, you set a counter that increases by one only when you visit state 1 (before visiting state 3, of course!).
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!