Homework Help is Here – Start Your Trial Now!
Math
Statistics
1.45. Consider a general chain with state space S = {1, 2} and write the transition probability as P(Xn+1 = 1)- Use the Markov property to show that b a+b and then conclude P(X₂ = 1) = 1 2 b a+b 1 1-a b 2 a 1-b = (1 − a { -b) P(Xn = 1) - ; + (1 − a −b)" { P(Xo = 1) - b a+b b a+b This shows that if 0

1.45. Consider a general chain with state space S = {1, 2} and write the transition probability as P(Xn+1 = 1)- Use the Markov property to show that b a+b and then conclude P(X₂ = 1) = 1 2 b a+b 1 1-a b 2 a 1-b = (1 − a { -b) P(Xn = 1) - ; + (1 − a −b)" { P(Xo = 1) - b a+b b a+b This shows that if 0

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
See similar textbooks
icon
Related questions
Question
S
1.45. Consider a general chain with state space S = {1, 2} and write the transition probability as P(Xn+1 = 1) - Use the Markov property to show that b a+b and then conclude P(Xn = 1) = b 1 2 1 1-a b a+b 2 a 1-b = = (1 − a −b)} {P{Xn \ P(X₂ 1) - ¡ + (1 − a − b)" { P(Xo = 1) — b a+b) b a+b This shows that if 0 < a + b < 2, then P(Xn = 1) converges exponentially fast to its limiting value b/(a + b).
Transcribed Image Text:1.45. Consider a general chain with state space S = {1, 2} and write the transition probability as P(Xn+1 = 1) - Use the Markov property to show that b a+b and then conclude P(Xn = 1) = b 1 2 1 1-a b a+b 2 a 1-b = = (1 − a −b)} {P{Xn \ P(X₂ 1) - ¡ + (1 − a − b)" { P(Xo = 1) — b a+b) b a+b This shows that if 0 < a + b < 2, then P(Xn = 1) converges exponentially fast to its limiting value b/(a + b).
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 2 images

SEE SOLUTIONCheck out a sample Q&A here
Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman
SEE MORE TEXTBOOKS