{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

solution_hw3

solution_hw3 - 23 74  All the states...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Solution to Assignment 3 By Li Xu * April 20th, 2008 1. The transition matrix is 0 0 . 5 0 0 . 5 0 0 0 . 7 0 0 . 3 0 0 0 0 0 1 0 0 0 0 0 0 0 . 1 0 . 4 0 . 5 0 0 0 1 0 0 0 0 0 0 0 1 ; And the two step transition matrix is 0 . 35 0 0 . 15 0 . 05 0 . 2 0 . 25 0 0 . 35 0 . 3 0 . 35 0 0 0 0 1 0 0 0 0 0 0 0 . 41 0 . 04 0 . 55 0 0 0 0 . 1 0 . 4 0 . 5 0 0 0 0 0 1 . There are 3 classes: { 0 , 1 } , { 3 , 4 } , { 2 } and { 5 } . Transient states: 0, 1, 3; Recurrent states: 2, 4, 5; Absorbing states: 2, 5. * [email protected] 1
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
State 0 1 2 3 4 5 Period 2 2 1 1 1 1 This chain is not irreducible, so there is no steady state probability. f (1) 35 = 0 . 5, f (2) 35 = 0 . 05, f (3) 35 = 0 . 205, f (4) 35 = 0 . 0405. μ 35 = 2 . 8 2. The transition matrix is 0 0 . 1 0 . 9 0 0 0 . 4 0 . 6 0 0 0 0 1 0 . 1 0 0 . 7 0 . 2 ; And the two step transition matrix is 0 0 . 04 0 . 06 0 . 9 0 0 . 16 0 . 24 0 . 6 0 . 1 0 0 . 7 1 . 2 0 . 02 0 . 01
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: . 23 . 74        ; All the states form one class of this chain. Transient states & Absorbing states: none; Recurrent states: all. State 1 2 3 Period 1 1 1 1 Steady-state probabilities: π = 0 . 0522, π 1 = 0 . 0087, π 2 = 0 . 418, π 3 = 0 . 522. μ 01 = 172, μ 02 = 1 . 167, μ 03 = 2 . 167. μ 00 = 19 . 167. 2...
View Full Document

{[ snackBarMessage ]}

Page1 / 2

solution_hw3 - 23 74  All the states...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon bookmark
Ask a homework question - tutors are online