E5.2. Consider a Markov chain with state space S = {1,2,3,4,5, 6} and transition matrix 1 0 0 0 0 0 1| | 0 0 0 P = 0 0 0 3 00 0 0를 0 0 0 0 (a) Draw the transition graph of this chain. (b) Show that state 1 is absorbing and conclude that it is positive re- current. (c) Show that states 2 and 3 are transient. (d) Verify that states 4, 5 and 6 are positive recurrent.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
100%
E5.2. Consider a Markov chain with state space S = {1,2,3, 4, 5, 6}
and transition matrix
1 0 0 0 0 0
0 0 0
P =
0 0 0
1
0 0 0 0
0 0 0 1 0
(a) Draw the transition graph of this chain.
(b) Show that state 1 is absorbing and conclude that it is positive re-
current.
(c) Show that states 2 and 3 are transient.
(d) Verify that states 4, 5 and 6 are positive recurrent.
Transcribed Image Text:E5.2. Consider a Markov chain with state space S = {1,2,3, 4, 5, 6} and transition matrix 1 0 0 0 0 0 0 0 0 P = 0 0 0 1 0 0 0 0 0 0 0 1 0 (a) Draw the transition graph of this chain. (b) Show that state 1 is absorbing and conclude that it is positive re- current. (c) Show that states 2 and 3 are transient. (d) Verify that states 4, 5 and 6 are positive recurrent.
Expert Solution
steps

Step by step

Solved in 4 steps with 11 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman