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Question no. 2 Let {X), n = 0,1,... } be a Markov chain whose state space is the set {0,1} and whose one-step transition
Posted: Sun Sep 05, 2021 5:59 pm
by answerhappygod
- Question No 2 Let X N 0 1 Be A Markov Chain Whose State Space Is The Set 0 1 And Whose One Step Transition 1 (50.58 KiB) Viewed 520 times
Question no. 2 Let {X), n = 0,1,... } be a Markov chain whose state space is the set {0,1} and whose one-step transition probability matrix P is given by [1/2 1/2 P. p 1-p] where 0 0, where (t) denotes the integer part of t. (i) Calculate Cy(t,t + 1). (ii) Is the stochastic process (Y(t).+ 2 0} wide-sense stationary? Justify. (iii) Calculate lim,-. P[X, = 0).