A First Course In Probability, Global Edition
A First Course In Probability, Global Edition
10th Edition
ISBN: 9781292269207
Author: Ross, Sheldon
Publisher: PEARSON
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Chapter 9, Problem 9.4PTE

Suppose that 3 white and 3 black balls are distributed in two urns in such a way that each urn contains 3 balls. We say that the system is in state i if the first urn contains i white balls. i = 0 , 1 , 2 , 3 . At each stage 1 ball is drawn from each urn and the ball drawn from the first urn is placed in the second, and conversely with the ball from the second urn. Let X n , denote the state of the system after the nth stage, and compute the transition probabilities of the Markov chain { X n , n 0 } .

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Three white and three black balls are distributed in two urns in such a way that each urn contains three balls. We say the system is in state i (i = 0, 1, 2, 3) if the first urn contains i white balls. At each step, we draw one ball firom each urn and place the ball drawn from the first urn into the second, and conversely with the ball from the second urn. Let X, denote the state of the system after the nth step. Specify the transition probability matrix for the Markov chain {Xn}.
Four white and four black balls are distributed in two urns in such a way that each contains four balls. We say that the system is in state i,i = 0,1,2,3,4 , if the first urn contains i white balls. At each step, we draw one ball from each urn and place the ball drawn from the first urn into the second, and conversely with the ball from the second urn. Let Xn denote the state of the system after the nth step. Explain why {Xn, n = 1, 2, 3, . . .} is a Markov chain and calculate its transition matrix.
Q3) Three white and three black balls are distributed in two urns in such a way that each urn contains three balls. We say that the system is in state i, i = 0,1,2,3, if the first urn contains i white balls initially. At each step, we draw one ball from each urn and place the ball drawn from the first urn into the second, and conversely with the ball from the second urn. The system is in state j,j = 0,1,2,3, if the first urn contains j white balls after the exchange. Let Xn denote the state of the system after the nth step. a) Explain why {X, n = 0,1,2,...} is a Markov chain. %3D b) Calculate its transition probability matrix P.
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