(a) A Markov chain is described by the following transition matrix: 01 (:D 0 0 7272 Draw a graph to represent the possible chain transitions. (b) If the Markov chain starts in the first state, use the transition matrix to determine the probability of being in the third state after three steps. Use the graph to explain why this is the expected answer. (c) Use eigenvalue analysis to calculate the n step probability distribution p(). Use this (or other methods) to show that the long term distribution is {(1,1,1). (d) State, with brief reasons, what the classifications for the three states are.
(a) A Markov chain is described by the following transition matrix: 01 (:D 0 0 7272 Draw a graph to represent the possible chain transitions. (b) If the Markov chain starts in the first state, use the transition matrix to determine the probability of being in the third state after three steps. Use the graph to explain why this is the expected answer. (c) Use eigenvalue analysis to calculate the n step probability distribution p(). Use this (or other methods) to show that the long term distribution is {(1,1,1). (d) State, with brief reasons, what the classifications for the three states are.
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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VIEWStep 2: Draw a graph to represents the possible chain transactions.
VIEWStep 3: Determine the probability of being in the third state after three steps.
VIEWStep 4: Calculate the eigen values and corresponding eigen vectors.
VIEWStep 5: Calculate the n step probability distribution p(n).
VIEWStep 6: State the classifications for the three states.
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