Problem 1.6. Consider following transition matrix of a Markov chain with state spaceS = {1,2, 3, 4} ./0.5 0.50.50.5 0%3D0.50.50.5 0.5,1. Find stationary distribution.2. Find limiting distribution3. Assume that Xo = 1. Let T = min{ n 2 1|X, = 1}. Find E[T]%3D

The given probability transition matrix is: A=0.50.5000.500.5000.500.5000.50.5 The state-space is:…

Problem 1.6. Consider following transition matrix of a Markov chain with state space S = {1,2,3, 4} . (0.5 0.5 0.5 0.5 A = 0 0.5 0.5 0.5 0.5, 1. Find stationary distribution. 2. Find limiting distribution 3. Assume that Xo =1. Let T = min{n 2 1|X, =1}. Find E[T]

Problem 1.6. Consider following transition matrix of a Markov chain with state space S = {1,2,3, 4} . (0.5 0.5 0.5 0.5 A = 0 0.5 0.5 0.5 0.5, 1. Find stationary distribution. 2. Find limiting distribution 3. Assume that Xo =1. Let T = min{n 2 1|X, =1}. Find E[T]

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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Problem 1.6. Consider following transition matrix of a Markov chain with state space
S = {1,2, 3, 4} .
/0.5 0.5
0.5
0.5 0
%3D
0.5
0.5
0.5 0.5,
1. Find stationary distribution.
2. Find limiting distribution
3. Assume that Xo = 1. Let T = min{ n 2 1|X, = 1}. Find E[T]
%3D

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