Question 1 Let (Xn)nzo be a Markov chain with the state space S = {A, B, C, D, E, F} with the transition matrix given by P = Compute mд and mp. 000 213 12 25 13 12 0 0 0 0 0 000 0 001/0 0 0 0 0 13 12 0 0 (a) Identify the communicating classes. (b) Recall the notation for the first return time to a state and for the return probability: Ti min{n EN: Xn=i}, ie S. fi = P(Ti<∞| Xo = i), i S. Compute fA and fp. (c) Recall the notation for the expectation of the first return time: mi = E(Ti|Xo = i), iES.
Question 1 Let (Xn)nzo be a Markov chain with the state space S = {A, B, C, D, E, F} with the transition matrix given by P = Compute mд and mp. 000 213 12 25 13 12 0 0 0 0 0 000 0 001/0 0 0 0 0 13 12 0 0 (a) Identify the communicating classes. (b) Recall the notation for the first return time to a state and for the return probability: Ti min{n EN: Xn=i}, ie S. fi = P(Ti<∞| Xo = i), i S. Compute fA and fp. (c) Recall the notation for the expectation of the first return time: mi = E(Ti|Xo = i), iES.
MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Related questions
Question

Transcribed Image Text:Question 1
=
Let (Xn)nzo be a Markov chain with the state space S
matrix given by
P
||
Compute mд and mp.
● NT CICO D
IN O
0
0 0
0
0
0
0 0
0
1
0
0
1
000 3
HIN
{A, B, C, D, E, F} with the transition
2
0
0
0 10
1
2 2
(a) Identify the communicating classes.
(b) Recall the notation for the first return time to a state and for the return probability:
T₁ = min{n € N: Xn = i}, ie S.
fi = P(Ti<∞| Xo =i), i ES.
Compute fд and fp.
(c) Recall the notation for the expectation of the first return time:
m₂ = E(Ti| Xo = i), ieS.
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