Consider the transition matrix [1/2 0 01/2 0 1/2 0 1/2 0 0 1/4 0 3/4...
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...
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).
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....
1. A Markov chain (x,, n 2 01 with state space S (0,1,2,3,4,5] has transition proba- bility matrix Γα β/2 01-α 0 0 0 0 1/32/3_ββ/2 β/2 β/2 1/2 0 0 0 0 (a) Determine the equivalence classes of communicating states for any possible choice of the three parameters α, β and γ; (b) In all cases, determine if the states in each class are recurrent or transient and find their period (or determine that they are aperiodic)
A Markov chain {Xn,n 2 0) with state space S 10, 1, 2,3, 4,5) has transition proba- bility matrix 0 1/32/3-ββ/2 01-α 0 β/2 0 0 0 0 0 0 β/2 β/21/2 0 1. Y (a) Determine the equivalence classes of communicating states for any possible choice of the three parameters α, β and γ; (b) In all cases, determine if the states in each class are recurrent or transient and find their period (or determine that they are aperiodic)
A Markov chain {Xn, n ≥ 0} with state space S = {0, 1, 2, 3, 4, 5} has transition probability matrix P. ain {x. " 0) with state spare S-(0 i 2.3.45) I as transition proba- bility matrix 01-α 0 0 1/32/3-3 β/2 0 β/2 0 β/2 β/21/2 0001-γ 0 0 0 0 (a) Determine the equivalence classes of communicating states for any possible choice of the three parameters α, β and γ; (b) In all cases, determine if...
and please list the actual member states for each class PROBLEM 1 (30 points) Given the following matrix of transition probabilities (see the labels of the states above and in front of the matrix): 0 (0 0 0 1 P-10 1/2 1/4 1/4 3 1 0 0 0 (a) (6 points) Classify the classes of the Markov chain number of classes: transient class(es): recurrent class(es) of which the absorbing state(s) is (are): (b) (8 points) Determine f1o PROBLEM 1 (30...
Consider the Markov chains given by the following transition matrices. (1) Q = (1/2 1/2) (we= (1/2 162) (ii) Q = (1 o). /1/3 0 2/3 (1/2 1/2 0 (iv) Q = 1 0 1 0 1 (v) Q = 1 0 1/2 1/2 lo 1/5 4/5) \1/3 1/3 1/3) For each of the Markov chains above: A. Draw the transition diagram. B. Determine whether the chain is reducible or irreducible. Justify your answer. C. Determine whether the chain is...
Q.5 6 marks Markov chain with the following (a) Draw the state transition diagram for transition matrix P 0 0.5 0 0.5 0 0.2 0.8 0 0 O P = \ 0 0.1 0 0.2 0.7 0 0.9 0 0.1 0 0 0 0 0 1 on five states 1,2,3,4,5} 2 marks (b) Identify the communicating classes of the Markov chain and identify whether they are open or closed. Write them in set notation and mark them on the transition...