Please please answer all four subparts.I will really upvote.Thanks At any given time, a subatomic particle can be in one of two states, and it moves randomly from one state to another when it is excited. If it is in state 1 on one observation, then it is 2 times as likely to be in state 1 as state 2 on the next observation.Likewise, if it is in the state 2 on one observation, then it is 2 as likely to be in the state 2 as state 1 on the next observation.1. Find the transition matrix for this Markov chain.2. Researchers estimate that the particle is currently 5 times as like to be in state 1 as state 2. Find the probability vector representing this estimation.3. Based on this estimation, what is the probability that the particle will be in state 2 two weeks from now?4. What is the probability that the particle will be in the state 1 three weeks from now?

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Answered: At any given time, a subatomic particle…

Trigonometry (MindTap Course List)

10th Edition

ISBN:9781337278461

Author:Ron Larson

Publisher:Ron Larson

Chapter6: Topics In Analytic Geometry

Section6.4: Hyperbolas

Problem 5ECP: Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.

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Can someone please help me with this question. I am having so much trouble.
3. Suppose that the populations of two species interact according to the relationships below. Let S be snakes and R rabbits. 1 Rk+1 = =Rk+ - Sk 2 Sk+1= -Rk + 2SK == What would the populations of both snakes and rabbits be after 10 iterations?
Please solve and show solutions for questions 2-4
3. suppose that the manufacturer keeps a spare machine that only is used when the primary machine is being repaired. During a repair day, the spare machine has a probability of 0.1 of breaking down, in which case it is repaired the next day. Denote the state of the system by (x, y), where x and y, respectively, take on the values 1 or 0 depending upon whether the primary machine (x) and the spare machine (y) are operational (value of 1) or not operational (value of 0) at the end of the day. [Hint: Note that (0, 0) is not a possible state.] (a) Construct the (one-step) transition matrix for this Markov chain. (b) Find the expected recurrence time for the state (1, 0).
Suppose that each year, 80% of residents living in state A stay in state A, while 20% of them move to state B. Also, 70% of the residents living in state B stay in state B, while 30% of them move to state A. Further, assume at t = 0 years, there are 2 million residents living in state A and 5 million residents living in state B, and let xn and yYn represent the populations (in millions) of the states A and B, respectively, at time t = n years. Given that (:) - (: )() Xn a b Yn d 5 find the value of the number h.
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8.6.8. Write down all possible 4 x 4 Jordan matrices that have only A = 2 as an eigenvalue. !3!
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Suppose that the probability of observing |0⟩ in the state |ϕ1⟩ is 1/4 and the probability ofobserving |1⟩ in the qubit |ϕ2⟩ is 1/3.
Suppose that each year, 80% of residents living in state A stay in state A, while 20% of them move to state B. Also, 70% of the residents living in state B stay in state B, while 30% of them move to state A. Further, assume at t = 0 years, there are 2 million residents living in state A and 5 million residents living in state B, and let æn and yn represent the populations (in millions) of the states A and B, respectively, at time t = n years. Given that Xn = p+q(r)", find the value of the number p .
Three components are connected to form a system as shown in the accompanying diagram. Because the components in the 2–3 subsystem are connected in parallel, that subsystem will function if at least one of the two individual components functions. For the entire system to function, component 1 must function and so must the 2–3 subsystem. The experiment consists of determining the condition of each component [S (success) for a functioning component and F (failure) for a nonfunctioning component]. (Enter your answers in set notation. Enter EMPTY or ∅ for the empty set.) There us a graph shown in the pictures. Questions are posted on the pictures too.
b. Suppose that e, is zero mean white noise with var(et) = o. Consider the process: i. ii. iii. iv. Y₁ = 1+0.4Y-1 + et - 0.3e-1 0.15€t-2 Write the model using lag operator notation. Assess if the process is covariance stationary. Identify this model as an ARIMA (p, d, q) process; that is, specify p, d, and q. Find μ = E(Y).

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