The random variables ξ, ξ1, ξ2, . . . are independent and identically distributed with distribution P (ξ = 0) = 1/4 and P (ξ = j) = c/j for j = 1, 2, Let X0 = 0 and Xn = max(ξ1, . . . , ξn) for n = 1, 2, . . .. What value must c take? Explain why {Xn, n = 0, 1, 2,..... } is a Markov Write down the transition Draw the transition diagram and classify the states (aperiodic, transient, re- current, eorgodic, etc). Calculate P (Xn = 0). Calculate P (X4 = 3, X2 = 1|X1 = 3).

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Please answers the last three questions

  1. The random variables ξ, ξ1, ξ2, . . . are independent and identically distributed with distribution P (ξ = 0) = 1/4 and P (ξ = j) = c/j for j = 1, 2, Let X0 = 0 and Xn = max(ξ1, . . . , ξn) for n = 1, 2, . . ..
    • What value must c take?
    • Explain why {Xn, n = 0, 1, 2,..... } is a Markov
    • Write down the transition
    • Draw the transition diagram and classify the states (aperiodic, transient, re- current, eorgodic, etc).
    • Calculate P (Xn = 0).
    • Calculate P (X4 = 3, X2 = 1|X1 = 3).
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