(a) Find valid initiation and update functions for the Markov chain in Example 2.2 (the Los Angeles weather), with starting distribution (0) = (½, ½). (b) Write a computer program for simulating the Markov chain, using the initiation and update functions in (a). (c) For n ≥ 1, define Y, to be the proportion of rainy days up to time n, i.e., Yn = n 1 n+1 I(X=s1)⋅ i=0 Simulate the Markov chain for (say) 1000 steps, and plot how Yn evolves with time. What seems to happen to Yn when n gets large?
(a) Find valid initiation and update functions for the Markov chain in Example 2.2 (the Los Angeles weather), with starting distribution (0) = (½, ½). (b) Write a computer program for simulating the Markov chain, using the initiation and update functions in (a). (c) For n ≥ 1, define Y, to be the proportion of rainy days up to time n, i.e., Yn = n 1 n+1 I(X=s1)⋅ i=0 Simulate the Markov chain for (say) 1000 steps, and plot how Yn evolves with time. What seems to happen to Yn when n gets large?
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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