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urgent

Consider the Markov chain with state space {0, 1, 2, 3, 4} and transition probability matrix (pij ) given 2 3 1 3 0 0 0 1 3 2 3 0 0 0 0 1 4 1 4 1 4 1 4 0 0 1 2 1 2 0 0 0 0 0 1 Find all the closed communicating classes

Consider the Markov chain with state space {1, 2, 3} and transition matrix 1 2 1 4 1 4 0 1 0 1 4 0 3 4 Find the periodicity of the states.

Answer #1

asasap Consider the Markov chain with state space {1, 2, 3} and
transition matrix 1 2 1 4 1 4 0 1 0 1 4 0 3 4 Find the
periodicity of the states.
\ Let {Xn|n ≥ 0} be a finite state Markov chain. prove or
disprove that all states are positive recurren

Let {Xn|n ≥ 0} is a Markov chain with state space S = {0, 1, 2,
3}, X0 = 0, and transition probability matrix (pij ) given by
2 3 1 3 0 0 1 3 2 3 0 0 0 1 4 1 4 1 2 0 0 1 2 1 2 Let τ0 =
min{n ≥ 1 : Xn = 0} and B = {Xτ0 = 0}. Compute P(Xτ0+2 = 2|B).
. Classify all...

Xn is a Markov Chain with state-space
E = {0, 1, 2}, and transition matrix
0.4 0.2 ?
P = 0.6 0.3 ?
0.5 0.3 ?
And initial probability vector a = [0.2, 0.3,
?]
a) What are the missing values (?) in the transition matrix an
initial vector?
b) P(X1 = 0) =
c) P(X1 = 0|X0
= 2) =
d) P(X22 =
1|X20 = 2) =
e) E[X0] =
For the Markov Chain with state-space, initial vector, and...

1. Consider the Markov chain {Xn|n ≥ 0} associated with
Gambler’s ruin with m = 3. Find the probability of ruin given X0 =
i ∈ {0, 1, 2, 3}
2 Let {Xn|n ≥ 0} be a simple random walk on an undirected graph
(V, E) where V = {1, 2, 3, 4, 5, 6, 7} and E = {{1, 2}, {1, 3}, {1,
6}, {2, 4}, {4, 6}, {3, 5}, {5, 7}}. Let X0 ∼ µ0 where µ0({i}) =...

Given the probability transition matrix of a Markov chain
X(n)
with states 1, 2 and 3:
X =
[{0.2,0.4,0.4},
{0.3,0.3,0.4},
{0.2,0.6,0.2}]
find P(X(10)=2|X(9)=3).

Let {??,?=0,1,2,…} be a Markov chain with the state space
?={0,1,2,3,…}. The transition probabilities are defined as follows:
?0,0=1, ??,?+1=? and ??,?−1=1−?, for ?≥1. In addition, suppose that
12<?<1. For an arbitrary state d such that ?∈?,?≠0, compute
?(??>0 ??? ??? ?≥1 |?0=?).

The transition probability matrix of a Markov chain {Xn }, n =
1,2,3……. having 3
states 1, 2, 3 is P =
0.1 0.5 0.4
0.6 0.2 0.2
0.3 0.4 0.3
* and the initial distribution is P(0) = (0.7, 0.2,0.1)
Find:
i. P { X3 =2, X2 =3, X1 = 3, X0 = 2}
ii. P { X3 =3, X2 =1, X1 = 2, X0 = 1}
iii. P{X2 = 3}

Let the markov chain consisting of states 0,1,2,3 have
the transition probability matrix
P = [0,0,1/2,1/2; 1,0,0,0; 0,1,0,0; 0,1,0,0]
Determine which state are recurrent and which are transient

A Markov chain X0, X1, ... on states 0, 1,
2 has the transition probability matrix
P = {0.1 0.2 0.7
0.9 0.1 0
0.1 0.8 0.1}
and initial distribution p0 = Pr{X0 = 0} =
0.3, p1 = Pr{X0 = 1} = 0.4, and p2
= Pr{X0 = 2} = 0.3. Determine
Pr{X0 = 0, X1 = 1, X2 = 2}.
Please tell me what it means of the initial distribution why
initial distribution p0 = Pr{X0...

Suppose that a production process changes states according to a
Markov process whose one-step probability transition matrix is
given by
0 1 2 3
0 0.3 0.5 0 0.2
1 0.5 0.2 0.2 0.1
2 0.2 0.3 0.4 0.1
3 0.1 0.2 0.4 0.3
a. What is the probability that the process will be at state 2
after the 105th transition given that it is at state 0 after the
102 nd transition?
b. What is the probability that the...

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