Given the initial distribution matrix P = [0.2 0.3 0.5] 0.5 0 0.5 1 0 0 and the initial distribution p(0) = [0.5 0.5 0] answer the following questions: (a) Is this Markov Chain (MC) irreducible? (b) Find p(1) and p(2). (c) Calculate P(X₁ = 1; X₂ = 2; X3 = 0). (d) Determine P(X3 = 1|X₁ = 0). (e) Find f2) and f. (f) Determine 22. (g) Find d(2). (h) What is the long-run average number of visits to state 2?
Given the initial distribution matrix P = [0.2 0.3 0.5] 0.5 0 0.5 1 0 0 and the initial distribution p(0) = [0.5 0.5 0] answer the following questions: (a) Is this Markov Chain (MC) irreducible? (b) Find p(1) and p(2). (c) Calculate P(X₁ = 1; X₂ = 2; X3 = 0). (d) Determine P(X3 = 1|X₁ = 0). (e) Find f2) and f. (f) Determine 22. (g) Find d(2). (h) What is the long-run average number of visits to state 2?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![Given the initial distribution matrix
P =
[0.2 0.3 0.5]
0 0.5
0.5
1
0 0
and the initial distribution p(0)= [0.5 0.5 0] answer the following questions:
(a) Is this Markov Chain (MC) irreducible?
(b) Find p(1) and p(2).
(c) Calculate P(X₁ = 1; X₂ = 2; X3 = 0).
(d) Determine P(X3 = 1|X₁ = 0).
(e) Find f2) and f.
(f) Determine µ22.
(g) Find d(2).
(h) What is the long-run average number of visits to state 2?](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F91f76606-a4d9-42f0-be0d-7b1366a5593f%2F7d7f0854-7a6c-4230-b28f-f5cd34fc69d7%2Fyf16uzs_processed.png&w=3840&q=75)
Transcribed Image Text:Given the initial distribution matrix
P =
[0.2 0.3 0.5]
0 0.5
0.5
1
0 0
and the initial distribution p(0)= [0.5 0.5 0] answer the following questions:
(a) Is this Markov Chain (MC) irreducible?
(b) Find p(1) and p(2).
(c) Calculate P(X₁ = 1; X₂ = 2; X3 = 0).
(d) Determine P(X3 = 1|X₁ = 0).
(e) Find f2) and f.
(f) Determine µ22.
(g) Find d(2).
(h) What is the long-run average number of visits to state 2?
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