Hi, I would Like toifSeethere isG way of Applyingthe Drazin Inverseon the AiniteMarkov chain and it you canshow two Example of that,well- de failed, that would be qwesome.

Let (Xn, n = 0,1,2,. . . ) be a sequence of random variables which assume values in a discrete…

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A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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If Kt = B2t - t, where B is standard Brownian Motion, show that Kt is a martingale, and a markov process
Please don't copy from any other website or google, I need correct and proper explanation
We will use Markov chain to model weather XYZ city. According to the city’s meteorologist, every day in XYZ is either sunny, cloudy or rainy. The meteorologist have informed us that the city never has two consecutive sunny days. If it is sunny one day, then it is equally likely to be either cloudy or rainy the next day. If it is rainy or cloudy one day, then there is one chance in two that it will be the same the next possibilities. In the long run, what proportion of days are cloudy, sunny and rainy? Show the transition matrix.
5. Explain what is meant by BLUE estimates and the Gauss-Markov theorem. Mathematics relevant proofs will be rewarded. [:
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Suppose you have 52 cards with the letters A, B, C, ..., Z and a, b, c, ..., z written on them. Consider the following Markov chain on the set S of all permutations of the 52 cards. Start with any fixed arrangement of the cards and at each step, choose a letter at random and interchange the cards with the corresponding capital and small letters. For example if the letter "M/m" is chosen, then the cards "M" and "m" are interchanged. This process is repeated again and again. (a) Markov chain. Count, with justification, the number of communicating classes of this (b) Give a stationary distribution for the chain. (c) Is the stationary distribution unique? Justify your answer. (d) initial state. Find the expected number of steps for the Markov chain to return to its
If A is a Markov matrix, why doesn't I+ A+ A2 + · · · add up to (I -A)-1?
A Markov chain has two states. • If the chain is in state 1 on a given observation, then it is three times as likely to be in state 1 as to be in state 2 on the next observation. If the chain is in state 2 on a given observation, then it is twice as likely to be in state 1 as to be in state 2 on the next observation. Which of the following represents the correct transition matrix for this Markov chain? О [3/4 2/3 1/4 1/3 O [2/3 1/3 3/4 1/4) о [3/4 2/3 1/3] None of the others are correct 3/4 O [1/4 1/3 2/3. O [3/4 1/4] 1/3 2/3.
Solve a part right noe in 20 min plz
8. List the Gauss–Markov conditions required for applying a t & F-tests.
Which of the following best describes the long-run probabilities of a Markov chain {Xn: n = 0, 1, 2, ...}? O the probabilities of eventually returning to a state having previously been in that state O the fraction of time the states are repeated on the next step O the fraction of the time being in the various states in the long run O the probabilities of starting in the various states • Previous Not saved Simpfun
Find the following definitions/theorems/lemma's

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Hi, I would Like to See if there is a way of A pplying the Dragin Inverse on the finite Markov chain and if you Can show two Ex@mple of that, well- de taileel, that would be Qwesome.