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.
Consider the Markov chain whose transition probability matrix is given by Starting in state 1, determine the mean time that the process spends in state 1 prior to absorption and the mean time that the process spends in state 2 prior to absorption. Verify that the sum of these is the mean time to absorption.
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.
Consider a Markov chain with state space S = {0, 1, 2, 3} and
transition probability matrix
P=
(a) Starting from state 1, determine the mean time that the
process spends in each transient state 1 and 2, separately, prior
to absorption.
(b) Determine the mean time to absorption starting from state
1.
(c) Starting from state 1, determine the probability for the
process to be absorbed in state 0. Which state is it then more
likely for the process...
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-time steps). (c) If the...
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...
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
1. A Markov chain {X,,n0 with state space S0,1,2 has transition probability matrix 0.1 0.3 0.6 P=10.5 0.2 0.3 0.4 0.2 0.4 If P(X0-0)-P(X0-1) evaluate P[X2< X4]. 0.4 and P 0-2) 0.2. find the distribution of X2 and
Let Xn be a Markov chain with state space {0, 1, 2}, and transition probability matrix and initial distribution π = (0.2, 0.5, 0.3). Calculate P(X1 = 2) and P(X3 = 2|X0 = 0) 0.3 0.1 0.6 p0.4 0.4 0.2 0.1 0.7 0.2
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...
Suppose that {Xn} is a Markov chain with state space S = {1, 2},
transition matrix (1/5 4/5 2/5 3/5), and initial distribution P (X0
= 1) = 3/4 and P (X0 = 2) = 1/4. Compute the following:
(a) P(X3 =1|X1 =2)
(b) P(X3 =1|X2 =1,X1 =1,X0 =2)
(c) P(X2 =2)
(d) P(X0 =1,X2 =1)
(15 points) Suppose that {Xn} is a Markov chain with state space S = 1,2), transition matrix and initial distribution P(X0-1-3/4 and P(Xo,-2-1/4. Compute...
> what book is this?
Pankaj Bhatt Thu, Mar 10, 2022 7:45 AM