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arriers 0 and m where po,1 = 1 and Pm,m-1 =1 and pii-1 = Pi_ – 1. Suppose that the holding times in states 0 and m have e with parameter 01 and in all other states have exponential o eter 02. Describe the chain with a rate diagram and find its genera

arriers 0 and m where po,1 = 1 and Pm,m-1 =1 and pii-1 = Pi_ – 1. Suppose that the holding times in states 0 and m have e with parameter 01 and in all other states have exponential o eter 02. Describe the chain with a rate diagram and find its genera

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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Consider a continuous-time Markov chain whose jump chain is a random walk with reflecting barriers 0 and m where po,1 = 1 and pm,m-1 =1 and pii-1 = Pii+1 = for 1<i<m-1. Suppose that the holding times in states 0 and m have exponential distribution with parameter 01 and in all other states have exponential distribution with parameter 02- (a) Describe the chain with a rate diagram and find its generator. Find the stationary distribution. For what values of 01 and 02 is it (b) uniform. Compare it with the stationary distribution for the jump chain.
Transcribed Image Text:Consider a continuous-time Markov chain whose jump chain is a random walk with reflecting barriers 0 and m where po,1 = 1 and pm,m-1 =1 and pii-1 = Pii+1 = for 1<i<m-1. Suppose that the holding times in states 0 and m have exponential distribution with parameter 01 and in all other states have exponential distribution with parameter 02- (a) Describe the chain with a rate diagram and find its generator. Find the stationary distribution. For what values of 01 and 02 is it (b) uniform. Compare it with the stationary distribution for the jump chain.
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