Q18. Suppose M is a stochastic matrix representing the probabilities of transitionseach day. Compute the matrix of compounded transition probabilities for 2 days intothe future, or M². (Note, prior to multiplying matrices, the given components of Mmust be used to fill in the missing component [**] such that M is a stochastic matrix.)M =What is0.800.140.060.070.70**0.350.410.24m32in the matrix M²2? (Round to 3 decimal places.)

from given M=0.800.070.350.140.700.410.06∗0.24

Answered: Q18. Suppose M is a stochastic matrix…

MATLAB: An Introduction with Applications

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ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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Let us have the experience of a mouse falling into a trap inside a 6-room building, as shown in the figure below. If the room contains k doors, the probability that the mouse will choose one of these doors is 1/k if the mouse reaches room F that contains the food or room S that contains the trap. It will stay there and the experiment ends, the transition matrix is M= [0.5 0 0.5 0 0.3 0 0 ¹0.5 0 0 0.3 0.3 0 0.3 0.3 0 0.5 0 000 O a O b О с 2 000 0.5 0 0.5 0 0 0 0 0.3 0 0.5 0 0.5 M = - 0 0.5 0.5 b 3 ..+. 4 5 0 0 S M= 0 0 0 1 0 0.5 0 0 0 0 0.5 0 0 0.3 0.3 0 0 0.3 0 0.5 0 0 0.5 0 0 1 00000 10 0 000 0.5 0 0 0.5 0 0.3 0 0.3 0.3 0 0.3 0.3 0 0 0 0.5 0 0 000 0 0 0 0 C 0 0 0.3 0.5 1 (a)
Obtain the autocorrelation for an ideal low pass stochastic process.
Q17. Suppose M is a stochastic matrix representing the probabilities of transitions each month. Compute the matrix of compounded transition probabilities for 3 months into the future, or M³. (Note, prior to multiplying matrices, the given components of M must be used to fill in the missing components [**] such that M is a stochastic matrix.) M = 0.55 ** ** 0.90 What is m22 in the matrix M³? (Round to 3 decimal places.)
Dear expert don't Use chat gpt plz It Don't copy paste
If possible, fill in the missing values to make A a doubly stochastic matrix. (If not possible, enter IMPOSSIBLE.) - [ 0.3 a = b = A = a 0.3 X X
Let us consider the population of people living in a city and its suburb and the migration within this population from the city and the suburbs to the city and the suburbs. The migration of these populations from and to each other is given by a stochastic matrix [.95 .03] P = |.05 .97 The entries in this matrix were obtained from collected data that demonstrates individuals are 95 % likely to remain in the city, 5 % likely to move from the city to the suburbs, 3 % likely to move from the suburbs to the city, and 97 % likely to remain in the suburbs. Now suppose in the year 2000 60 % or .6 percent of people live in the city and 40 % or .4 percent of people live in the suburbs. What will be the percentage of people living in the city be in the year 2001? What will be the percentage of people living in the suburbs be in 2002? Hint: Recall, for a general Markov Chain (S, ro, P) the initial vector ro is required to merely be a probability vector, that is, a vector whose entries add up to 1.…
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Each week a student can be either up-to-date or behind. If the student is up-to- date, then the probability of staying up to date is 0.8, otherwise the student falls behind. If the student is behind, then the student will be up-to-date next week with probability 0.6. n-step transition matrix rij (1) = [.8 2 .4] O 0.6×0.8+.2× и
(8) Every year, each employee at a large company must select one of two healthcare plans. It is expected that 15% of the employees currently using plan A will switch to plan B and that 25% of the employees currently using plan B will switch to plan A. Out of the company's 1000 employees, 450 are currently enrolled in plan A. (a) Use a stochastic matrix to predict how many employees will be enrolled in each plan next year. (b) Use a stochastic matrix to predict how many employees will be enrolled in each plan in five years.
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A square matrix is said to be doubly stochastic if itsentries are all nonnegative and the entries in each row andeach column sum to 1. For any ergodic, doubly stochasticmatrix, show that all states have the same steady-stateprobability.

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