Assume that the probability of rain tomorrow is 0.5 if it is raining today, and assume that the probability of its being clear (no rain) tomorrow is 0.9 if it is clear today. Also assume that these probabilities do not change if information is also provided about the weather before today. a) i. Explain why the stated assumptions imply that the Markovian property holds for the evolution of the weather. ii. Formulate the evolution of the weather as a Markov chain by defining its states and giving its (one-step) transition matrix and compute the steady- state probabilities.
Assume that the probability of rain tomorrow is 0.5 if it is raining today, and assume that the probability of its being clear (no rain) tomorrow is 0.9 if it is clear today. Also assume that these probabilities do not change if information is also provided about the weather before today. a) i. Explain why the stated assumptions imply that the Markovian property holds for the evolution of the weather. ii. Formulate the evolution of the weather as a Markov chain by defining its states and giving its (one-step) transition matrix and compute the steady- state probabilities.
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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Assume that the probability of rain tomorrow is 0.5 if it is raining today, and assume that the probability of its being clear (no rain) tomorrow is 0.9 if it is clear today. Also assume that these probabilities do not change if information is also provided about the weather before today.
a) i. Explain why the stated assumptions imply that the Markovian property holds for the evolution of the weather.
ii. Formulate the evolution of the weather as a Markov chain by defining its states and giving its (one-step) transition matrix and
compute the steady- state probabilities.
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