2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix...

Question

Question

2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1

math Statistics-And-Probability

Add a comment Improve this question Transcribed image text

Answer 1

Answer #1

oolooo ARAMESH) PAGE NO : DATE: Amarkouchaio on tates so,2,3,45 bas matoix toaosition Probahilit 2. 314 ソ8 718 31A 0 2 16 Y6 년 0| 이 0 ERAMELH FAGE NO DATE C 6 124 2r6 383 12 123 O C 0 129 T3 3 259 S12 IS30 ja3 29 9 7/12 +63 3456 34r6 C G 991 204 8 IL

Add a comment

Answer 2

Similar Homework Help Questions

Problem 5. A Markov chain Xn, n probability matrix: 0 with states 1, 2, 3 has the following trans...

Problem 5. A Markov chain Xn, n probability matrix: 0 with states 1, 2, 3 has the following transition 0 1/3 2/3 1/2 0 1/2 If P(o-: 1)-P(Xo-2-1/4, calculate E(%) (use a computer). Problem 5. A Markov chain Xn, n probability matrix: 0 with states 1, 2, 3 has the following transition 0 1/3 2/3 1/2 0 1/2 If P(o-: 1)-P(Xo-2-1/4, calculate E(%) (use a computer).
(n)," 2 0) be the two-state Markov chain on states (. i} with transition probability matrix...

(n)," 2 0) be the two-state Markov chain on states (. i} with transition probability matrix 0.7 0.3 0.4 0.6 Find P(X(2) 0 and X(5) X() 0)
P is the (one-step) transition probability matrix of a Markov chain with state space {0, 1, 2, 3,...

P is the (one-step) transition probability matrix of a Markov chain with state space {0, 1, 2, 3, 4 0.5 0.0 0.5 0.0 0.0 0.25 0.5 0.25 0.0 0.0 P=10.5 0.0 0.5 0.0 0.0 0.0 0.0 0.0 0.5 0.5 0.0 0.0 0.0 0.5 0.5/ (a) Draw a transition diagram. (b) Suppose the chain starts at time 0 in state 2. That is, Xo 2. Find E Xi (c)Suppose the chain starts at time 0 in any of the states with...

Markov Chains Consider the Markov chain with transition matrix P = [ 0 1 1 0]....

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.
1. Let Xn be a Markov chain with states S = {1, 2} and transition matrix...

1. Let Xn be a Markov chain with states S = {1, 2} and transition matrix ( 1/2 1/2 p= ( 1/3 2/3 (1) Compute P(X2 = 2|X0 = 1). (2) Compute P(T1 = n|Xo = 1) for n=1 and n > 2. (3) Compute P11 = P(T1 <0|Xo = 1). Is state 1 transient or recurrent? (4) Find the stationary distribution à for the Markov Chain Xn.
An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known: p3,2=0.1, p3, 3=0.4, p3,5=0.5 p4,1=0.1, p4,3=0.5, ...

An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known: p3,2=0.1, p3, 3=0.4, p3,5=0.5 p4,1=0.1, p4,3=0.5, p4,4=0.4 p5,1=0.3, p5,2=0.2, p5,4=0.3, p5,5 = 0.2 (a) Let T denote the transition matrix. Compute T3. Find the probability that if you start in state #3 you will be in state #5 after 3 steps. (b) Compute the matrix N = (I - Q)-1. Find the expected value for the number of...

Exercise 5 - Consider a Markov chain with (one-step) transition probability matrix expressed as 0 1...

Exercise 5 - Consider a Markov chain with (one-step) transition probability matrix expressed as 0 1 23 o 1/2 0 0 0 1/2 0 1 1 0 0 0 Determine the communicating classes and period of each state (A) -for (al,a2,a3)-(1/3, 1/3, 1/3), (B)-for (αι, α2,a3)-(1/2, 1/2,0).
Consider the following Markov chain with the following transition diagram on states (1,2,3 2 1/3 1 1/4 2 3 s this Mar...

Consider the following Markov chain with the following transition diagram on states (1,2,3 2 1/3 1 1/4 2 3 s this Markov chain irreducible? 1 marks (a) (b) Find the probability of the Markov chain to move to state 3 after two time steps, providing it starts in state 2 [3 marks 14 Find the stationary distribution of this Markov chain [4 marks (c) (d) Is the stationary distribution also a limiting distribution for this Markov chain? Explain your answer...
2. (10 points) Consider a continuous-time Markov chain with the transition rate matrix -4 2 2 Q 3...

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...

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...

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...

2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix...

Homework Answers

Add Answer to:
2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix...

Post as a guest

Earn Coins

Problem 5. A Markov chain Xn, n probability matrix: 0 with states 1, 2, 3 has the following trans...

(n)," 2 0) be the two-state Markov chain on states (. i} with transition probability matrix...

P is the (one-step) transition probability matrix of a Markov chain with state space {0, 1, 2, 3,...

Markov Chains Consider the Markov chain with transition matrix P = [ 0 1 1 0]....

1. Let Xn be a Markov chain with states S = {1, 2} and transition matrix...

An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known: p3,2=0.1, p3, 3=0.4, p3,5=0.5 p4,1=0.1, p4,3=0.5, ...

Exercise 5 - Consider a Markov chain with (one-step) transition probability matrix expressed as 0 1...

Consider the following Markov chain with the following transition diagram on states (1,2,3 2 1/3 1 1/4 2 3 s this Mar...

2. (10 points) Consider a continuous-time Markov chain with the transition rate matrix -4 2 2 Q 3...

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...

2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix...

Homework Answers

Add Answer to: 2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix...

Post as a guest

Earn Coins

Add Answer to:
2. A Markov chain on states {0, 1, 2, 3, 4, 5} has transition probability matrix...