An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known: P3,2=0.3, P3, 3=0.2, P3,5=0.5 P4,1=0.3, P4,3=0.5, P4,4=0.2 Ps,1=0.3, Ps,20.2, Ps,4-0.3, Pss = 0.2 (a) Let T denote the transition matrix. Compute T. Find the probability that if you start in state #3 you will be in state #5 after 3 steps.
An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known: P3,2=0.3, P3, 3=0.2, P3,5=0.5 P4,1=0.3, P4,3=0.5, P4,4=0.2 Ps,1=0.3, Ps,20.2, Ps,4-0.3, Pss = 0.2 (a) Let T denote the transition matrix. Compute T. Find the probability that if you start in state #3 you will be in state #5 after 3 steps.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Transcribed Image Text:An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known:
P3,2=0.3, P3, 3=0.2, P3,5=0.5
P4,1=0.3, P4,3=0.5, P4,4=0.2
P5,1=0.3, P5,2=0.2, P5,4=0.3,
P5,5 = 0.2
(a) Let T denote the transition matrix. Compute T³. Find the probability that if you start in state #3 you will be in state #5 after 3 steps.
(b) Compute the matrix N = (I - Q)¯². Find the expected value for the number of steps prior to hitting an absorbing state if you start in state #3. (Hint: This will be the sum of one of the rows of N.)
| steps
(c) Compute the matrix B = NR. Determine the probability that you eventually wind up in state #1 if you start in state #4.
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