11. The transition matrix of a Markov chain is given below. P = 0 72 1 0 0 0 0 0 0 0 0 0 0 0 0 0/0 0 0 0 0 0/0 00 0 0 0 01/1/1/0 0 0 1 0 0 0 0 0 0 0 0 1 (a) Using the formula fik = Σo Pijfjk (not by the fundamental matrix method) to find all =0 absorption probabilities. (b) The method of the fundamental matrix can only be used for "absorbing chain" (that is a Markov chain that has at least one absorbing state and the rest are transient states, in other words, no recurrent states other than absorbing state(s)). Can you use the fundamental matrix for this given Markov chain? Why? If you use (IQ)-¹R anyway, does it give you the right answer?
11. The transition matrix of a Markov chain is given below. P = 0 72 1 0 0 0 0 0 0 0 0 0 0 0 0 0/0 0 0 0 0 0/0 00 0 0 0 01/1/1/0 0 0 1 0 0 0 0 0 0 0 0 1 (a) Using the formula fik = Σo Pijfjk (not by the fundamental matrix method) to find all =0 absorption probabilities. (b) The method of the fundamental matrix can only be used for "absorbing chain" (that is a Markov chain that has at least one absorbing state and the rest are transient states, in other words, no recurrent states other than absorbing state(s)). Can you use the fundamental matrix for this given Markov chain? Why? If you use (IQ)-¹R anyway, does it give you the right answer?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Related questions
Question

Transcribed Image Text:11. The transition matrix of a Markov chain is given below.
P =
0
0 0 0 0 0
0 0 0
01/0
1/10/20 0 0 0
01/0 0
4
0 0 0 01/1/
0 0 1 0 0 0
00000 1
1
0
0
0
0
(a) Using the formula fik = o Pijfjk (not by the fundamental matrix method) to find all
absorption probabilities.
(b) The method of the fundamental matrix can only be used for "absorbing chain” (that is a Markov
chain that has at least one absorbing state and the rest are transient states, in other words, no
recurrent states other than absorbing state(s)). Can you use the fundamental matrix for this
given Markov chain? Why? If you use (I — Q)¯¹R anyway, does it give you the right answer?
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