Note:Due to insufficient knowledge i couldn't solve the b bit.If you want to answer for b bit please send it separately.Thank you.
Problem 2. The state of a particular continuous time Markov chain is defined as the number...
Consider a three-state continuous-time Markov chain in which the transition rates are given by The states are labelled 1, 2 and 3. (a) Write down the transition matrix of the corresponding embedded Markov chain as well as the transition rates out of each of the three states. (b) Use the symmetry of Q to argue that this setting can be reduced to one with only 2 states. (c) Use the results of Problem 1 to solve the backward equations of...
Consider a three-state continuous-time Markov chain in which the transition rates are given by The states are labelled 1, 2 and 3. (a) Write down the transition matrix of the corresponding embedded Markov chain as well as the transition rates out of each of the three states. (b) Use the symmetry of Q to argue that this setting can be reduced to one with only 2 states. (c) Use the results of Problem 1 to solve the backward equations of...
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...
ematics of Discrete-Time Markov Chaill Develop a Markov chain model for each of the following situations. Assume that the process is oh after each play and that Pw 0.4. Find the transient probabilities for 10 plays as well as the state and absorbing state probabilities when appropriate. (a) For steady- the given situation, let the states be the cash supply: S0, 10, 20, 30, and 40. In addition , find the first passage probabilities from the initial state to the...
A continuous time markov chain has generator matrix Q=[-1,1,0; 1, -2, 1; 2, 2, -4]. Exhibit the transition matrix of the embedded markov chain and ii) the holding time parameter for each state
Problem 3.3 (10 points) Consider a two-state continuous time Markov chain with state space 11,2) and transition function (a) Find P(X-21 Xo = 1]. (b) Find P[X5 1, X2 2 X1-1] Problem 3.3 (10 points) Consider a two-state continuous time Markov chain with state space 11,2) and transition function (a) Find P(X-21 Xo = 1]. (b) Find P[X5 1, X2 2 X1-1]
Homework Assignment 3.5 Summer 2018 Question 3: Continuous-time Markov Chains (a) A facility has three that are identical. Each machine fails independently with an exponential distribution with a rate of 1 every day; repairs on any machine are also exponentially distributed with a rate of 1 every 12 hours. Create a continuous-time Markov chain to model this (identify the rates, and the transition probabilities) (b) Now, assume the facility above has three machines, but one of them is of Type...
Let α and β be positive constants. Consider a continuous-time Markov chain X(t) with state space S = {0, 1, 2} and jump rates q(i,i+1) = β for0≤i≤1 q(j,j−1) = α for1≤j≤2. Find the stationary probability distribution π = (π0, π1, π2) for this chain.
Consider a Markov chain with state space S = {1, 2, 3, 4} and transition matrix P= where (a) Draw a directed graph that represents the transition matrix for this Markov chain. (b) Compute the following probabilities: P(starting from state 1, the process reaches state 3 in exactly three time steps); P(starting from state 1, the process reaches state 3 in exactly four time steps); P(starting from state 1, the process reaches states higher than state 1 in exactly two...
(3). How is the steady state probability distribution changed? Problem 2 There are three machines and two mechanics in a factory. The break time of each machine is exponentially distributed with A1 (per day). The repair time of a broken machine is also exponentially distributed with a mean of 3 hours. (Mechanics work separately). (1). Construct the rate diagram for this queueing system. (be careful about the arrival rate An (2). Set up the rate balance equations, then solve for...