1. The random variables §, §1, §2,... are independent and identically distributed with1/4 and P(§ = j) = c/j for j = 1,2,3. Let X₁ = 0 andXn = max(§₁, ..., Èn) for n = 1, 2,....distribution P(§ = 0)=(a) What value must c take?(b) Explain why {Xn, n = 0, 1, 2,...} is a Markov chain.(c) Write down the transition matrix.(d) Draw the transition diagram and classify the states (aperiodic, transient, re-current, eorgodic, etc).(e) Calculate P(Xn = 0).(f) Calculate P(X₁ = 3, X₂ = 1|X₁ = 3).

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Answered: An max($1,..., Sn) (a) What value must…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

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Suppose that a Markov chain has the following transition matrix The recurrent states are a A₁ A₂ A3 A4 A5 0 0 0 a₂000 P=a, 0 0 1 0 0 2 a 0 0 0 as 10000
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An max($1,..., Sn) (a) What value must c take? (b) Explain why {Xn, n = 0, 1, 2,...} is a Markov chain. (c) Write down the transition matrix. (d) Draw the transition diagram and classify the states (aperiodic, transient,