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Posted: **Thu May 05, 2022 8:05 pm**

: 2 We Continue To Work With The Markov Chain In Problem 1 A Find The First Passage Probability Fi B Find The First 1 (14.08 KiB) Viewed 46 times

: 2 We Continue To Work With The Markov Chain In Problem 1 A Find The First Passage Probability Fi B Find The First 2 (35.71 KiB) Viewed 46 times

: 2 We Continue To Work With The Markov Chain In Problem 1 A Find The First Passage Probability Fi B Find The First 3 (35.71 KiB) Viewed 46 times

2. We continue to work with the Markov chain in Problem 1. (a) Find the first passage probability fi (b) Find the first passage probability f22 (c) Compute the average time ₁.1 for the chain to return to state 1. (d) Find the stationary distribution.
1. Consider the Markov chain with the following transition matrix. 1/2 1/2 0 1/3 1/3 1/3 1/2 1/2 0 (a) Draw the transition diagram of the Markov chain. (b) Is the Markov chain ergodic? Give a reason for your answer. (c) Compute the two step transition matrix of the Markov chain. (d) What is the state distribution ₂ for t = 2 if the initial state distribution for t = 0 is To = (0.3, 0.45, 0.25) ¹? 2. We continue to work with the Markov chain in Problem 1. (a) Find the first passage probability fi (b) Find the first passage probability f (c) Compute the average time ₁1 for the chain to return to state 1. (d) Find the stationary distribution.