Consider the Markov chains given by the following transition matrices. (1) Q = (1/2 1/2) (we=...
Consider the Markov chains with the following probability transition matrices: ar-(032) OP=(0503) a) P = 0.5 0.5 0.5 0.5 b) P = 0.5 1 1 0.5 0 OPEL c) P = 0 1 = 0 ( e) P = 0 d) P = WI-NI-NI- 11 Draw the transition diagram for each case and explain whether the Markov chain is irreducible and/or aperiodic.
2. The transition probabilities for several temporally homogeneous Markov chains with states 1,.,n appear below. For each: . Sketch a small graphical diagram of the chain (label the states and draw the arrows, but you do not need to label the transition probabilities) . Determine whether there are any absorbing states, and, if so, list them. » List the communication classes for the chain . Classify the chain as irreducible or not . Classify each state as recurrent or transient....
2. The transition probabilities for several temporally homogeneous Markov chains with states 1,.,n appear below. For each: . Sketch a small graphical diagram of the chain (label the states and draw the arrows, but you do not need to label the transition probabilities) . Determine whether there are any absorbing states, and, if so, list them. » List the communication classes for the chain . Classify the chain as irreducible or not . Classify each state as recurrent or transient....
Consider the transition matrix [1/2 0 0 1/2] 0 1/2 0 1/20 0 1/4 0 3/4 0 1/2 0 1/2 (a) Draw the transition diagram for the associated Markov chain {X(n)) and use it to determine whether the chain is irreducible. (b) Find the classes and determine whether each class is transient or ergodic. Determine whether each ergodic class is aperiodic or periodic (in which case determine its period).
Consider the transition matrix [1/2 0 01/2 0 1/2 0 1/2 0 0 1/4 0 3/4 0 1/2 0 0 1/2 (a) Draw the transition diagram for the associated Markov chain (X(n)) and use it to determine whether the chain is irreducible. (b) Find the classes and determine whether each class is transient or ergodic. Determine whether each ergodic class is aperiodic or periodic (in which case determine its period). (e) Reorder the states and rewrite the transition matrix so...
5. (10 points) Exercise 13, Ch.6 of G, cither edition) Consider the transition matrix [1/2 00 1/2] 0 1/2 0 1/20 P-10 3/4 1/81/8 0 0 1/4 0 3/40 1/2 0 0 0 1/2 (a) Draw the transition diagram for the associated Markov chain (X(n)) and use it to deternine whether the chain is irreducible. (b) Find the classes and determine whcther each class is transient or ergodic. Determine whether each ergodlic class is aperiodic or periodic (in which case...
2. (10 points) Consider a continuous-time Markov chain with the transition rate matrix -4 2 2 Q 34 1 5 0 -5 (a) What is the expected amount of time spent in each state? (b) What is the transition probability matrix of the embedded discrete-time Markov chain? (c) Is this continuous-time Markov chain irreducible? (d) Compute the stationary distribution for the continuous-time Markov chain and the em- bedded discrete-time Markov chain and compare the two 2. (10 points) Consider a...
Consider the following Markov chain with the following transition diagram on states (1,2,3 2 1/3 1 1/4 2 3 s this Markov chain irreducible? 1 marks (a) (b) Find the probability of the Markov chain to move to state 3 after two time steps, providing it starts in state 2 [3 marks 14 Find the stationary distribution of this Markov chain [4 marks (c) (d) Is the stationary distribution also a limiting distribution for this Markov chain? Explain your answer...
Markov Chains Consider the Markov chain with transition matrix P = [ 0 1 1 0]. 1) Compute several powers of P by hand. What do you notice? 2) Argue that a Markov chain with P as its transition matrix cannot stabilize unless both initial probabilities are 1/2.
1. (15 points) For each of the following Markov Chains: specify the classes, determine whether they are transient or recurrent, draw state transition diagrams, find if any absorbent states, and write whether or not each of the chains is irreducible. (a) (5 points) 0.5 0.5 0 0 (b) (5 points) 2 0o P2=1 0 0 1 0 0 (c) (5 points) P3 = 4 2 4