The following information is repeated here for your convenience. Let {Xn; n 2 0} denote a discrete time Markov process with state-space S = {1,2,3, 4, 5, 6} and transition matrix %3D 1 1. 1 P = 0.5 0.5 0 1 0.125 0.25 0,5 0 0.125 if Xo = 3, what proportion of time does the process spend in state 3 in the long run? Give your answer to three decimal places. Answer:
The following information is repeated here for your convenience. Let {Xn; n 2 0} denote a discrete time Markov process with state-space S = {1,2,3, 4, 5, 6} and transition matrix %3D 1 1. 1 P = 0.5 0.5 0 1 0.125 0.25 0,5 0 0.125 if Xo = 3, what proportion of time does the process spend in state 3 in the long run? Give your answer to three decimal places. Answer:
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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