Determine whether or not the following matrices can be transition matrix for a Markov chain and explain why.
Determine whether or not the following matrices can be transition matrix for a Markov chain and...
could the given matrix be the transition matrix of a regular markov chain? finite Could the given matrix be the transition matrix of a regular Markov chain? 0.4 0.6 0.2 0.3 Choose the correct answer below. Yes No
Consider the Markov chain whose transition probability matrix is Starting in state X0= 1, determine the probability that the process never visits state 2. Justify 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.
. For a discrete time Markov chain with transition matrix P (py), explain what is meant by (1) global balance; (ii) local balance; (i) doubly stochastioc; (iv) birth-death Markov chain.
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.
Consider the Markov chain with state space {0, 1,2} and transition matrix(a) Suppose Xo-0. Find the probability that X2 = 2. (b) Find the stationary distribution of the Markov chain
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...
Problem 7.4 (10 points) A Markov chain Xo, X1, X2,.. with state space S = {1,2,3,4} has the following transition graph 0.5 0.5 0.5 0.5 0.5 0.5 2 0.5 0.5 (a) Provide the transition matrix for the Markov chain (b) Determine all recurrent and all transient states (c) Determine all communication classes. Is the Markov chain irreducible? (d) Find the stationary distribution (e) Can you say something about the limiting distribution of this Markov chain? Problem 7.4 (10 points) A...
Consider the Markov chain X0,X1,X2,... on the state space S = {0,1} with transition matrix P= (a) Show that the process defined by the pair Zn := (Xn−1,Xn), n ≥ 1, is a Markov chain on the state space consisting of four (pair) states: (0,0),(0,1),(1,0),(1,1). (b) Determine the transition probability matrix for the process Zn, n ≥ 1.
Could the given matrix be the transition matrix of a regular Markov chain? 0.8 0.2 0.1 0.3 Choose the correct answer below Yes No