Question no. 3 We consider a Markov chain {Xn, n. 0,1,... } having states 0 and 1. On each step, the process moves from
-
- Site Admin
- Posts: 899559
- Joined: Mon Aug 02, 2021 8:13 am
Question no. 3 We consider a Markov chain {Xn, n. 0,1,... } having states 0 and 1. On each step, the process moves from
Question no. 3 We consider a Markov chain {Xn, n. 0,1,... } having states 0 and 1. On each step, the process moves from state 0 to state 1 with probability pe (0,1), or from state 1 to state 0 with probability 1 - p. (a) Calculate P1,1 (10) (b) Suppose that Xo = 0. Calculate the autocorrelation function Rx(1,13). .