Let N ≥ 2 be an integer. We can consider {0, 1, · · · , N − 1} to be a “circle” by assuming that N − 1 is adjacent to 0 as well N − 2. Let Xn be simple random walk on the circle. The transition probabilities are pk,k−1 = 1−pk,k+1 = 0.3, k = 1, · · · , N −2, pN−1,N−2 = 1−pN−1,0 = 0.4, p0,0 = 1. Let N = 6. Determine the one-step transition probability matrix
Let N ≥ 2 be an integer. We can consider {0, 1, · · · , N − 1} to be a “circle” by assuming that N − 1 is adjacent to 0 as well N − 2. Let Xn be simple random walk on the circle. The transition probabilities are pk,k−1 = 1−pk,k+1 = 0.3, k = 1, · · · , N −2, pN−1,N−2 = 1−pN−1,0 = 0.4, p0,0 = 1. Let N = 6. Determine the one-step transition probability matrix
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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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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Let N ≥ 2 be an integer. We can consider {0, 1, · · · , N − 1} to be a “circle” by assuming that N − 1 is adjacent to 0 as well N − 2. Let Xn be simple random walk on the circle. The transition probabilities are pk,k−1 = 1−pk,k+1 = 0.3, k = 1, · · · , N −2, pN−1,N−2 = 1−pN−1,0 = 0.4, p0,0 = 1. Let N = 6.
Determine the one-step transition probability matrix
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