Let (X0, X1, X2, . . .) be the discrete-time, homogeneous Markov chain on state space S = {1, 2, 3, 4, 5} with X0 = 3 and transition matrix
Let (X0, X1, X2, . . .) be the discrete-time, homogeneous Markov chain on state space S = {1, 2, 3, 4, 5} with X0 = 3 and transition matrix
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
Let (X0, X1, X2, . . .) be the discrete-time, homogeneous
Markov chain on state space S = {1, 2, 3, 4, 5} with X0 = 3 and transition matrix

Transcribed Image Text:1
0
0
1/4 0 1/2
0
1/6
0
0
0
0
0
0
0 1/4
1/6 1/6 1/2
1/2 1/2
0
0
0
1

Transcribed Image Text:(e) Show that the first return probability for state 3 satisfies
1
2
1
6
<f3<
(f) Let M3 be the number of visits to state 3 (including the one at time 0). Use part
(e) to determine upper and lower bounds on E(M3).
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