My Professor of Stochastic Processes gave us this challenge to be able to exempt the subject, but I cant solve it.
My Professor of Stochastic Processes gave us this challenge to be able to exempt the subject, but I cant solve it. S...
My Professor of Stochastic Processes gave us this challenge to be able to exempt the subject, but I cant solve it. Stochastic Processes TOPICS: Asymptotic Properties of Markov Chains May 25, 2019 1.Consider the stochastic process R-fRnh defined as follows: Where {Ynjn is a succession of random variable i.i.d (Independent random variables and identically distributed), with values in {1,2, ...^ with Ro 0 a) Why R is a Markov Chain? Find the state space of R b) Find the transition...
My Professor of Stochastic Processes gave us this challenge to be able to exempt the subject, but I cant solve it. Stochastic Processes TOPICS: Asymptotic Properties of Markov Chains May 25, 2019 1.Consider a succession of Bernoulli experiments with probability of success (0,1),we say that a streak of length k occurs in the game n, if k successes have occurred exactly at the instant n, after a failure in the instant n-k We can model this event in a stochastic...
Consider the Markov chain on state space {1,2, 3,4, 5, 6}. From 1 it goes to 2 or 3 equally likely. From 2 it goes back to 2. From 3 it goes to 1, 2, or 4 equally likely. From 4 the chain goes to 5 or 6 equally likely. From 5 it goes to 4 or 6 equally likely. From 6 it goes straight to 5. (a) What are the communicating classes? Which are recurrent and which are transient? What...