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8. consider the Markov chain given below P = 44 0113 415 1200 LSLLLLLS ONSO O 0113 10 5 1 1 (a) Use the fundamental matrix method, identify what the matrices Q and R are. Find (I — Q)¯¹R. (b) Use the result from part (a) to find the absorption probabilities fo3, f13, f23, f33, and f43.

8. consider the Markov chain given below P = 44 0113 415 1200 LSLLLLLS ONSO O 0113 10 5 1 1 (a) Use the fundamental matrix method, identify what the matrices Q and R are. Find (I — Q)¯¹R. (b) Use the result from part (a) to find the absorption probabilities fo3, f13, f23, f33, and f43.

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
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8. consider the Markov chain given below P || 0 0113 45 120 0 LSLLLLLS 250 0113 12 1 10 5 1 1 3 (a) Use the fundamental matrix method, identify what the matrices Q and R are. Find (I — Q)¯¹R. (b) Use the result from part (a) to find the absorption probabilities fo3, f13, f23, ƒ33, and ƒ43.
Transcribed Image Text:8. consider the Markov chain given below P || 0 0113 45 120 0 LSLLLLLS 250 0113 12 1 10 5 1 1 3 (a) Use the fundamental matrix method, identify what the matrices Q and R are. Find (I — Q)¯¹R. (b) Use the result from part (a) to find the absorption probabilities fo3, f13, f23, ƒ33, and ƒ43.
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