Hw3_ORIE3510_S10

Hw3_ORIE3510_S10 - ORIE3510 Introduction to Engineering...

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

View Full Document Right Arrow Icon

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

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: ORIE3510 Introduction to Engineering Stochastic Processes Spring 2010 Homework 3: Discrete Time Markov Chains Due 2:30pm, February 17, 2010 (drop box) Be sure to write your name and section number or day&time on your homework. In all questions, be sure to give the justification for your answers. There are 5 problems, each equally weighted for 100 total points. 1. In the following two cases give the classes, and determine which states are transient and which are recurrent. (a) S = { , 1 , 2 , 3 , 4 , 5 } and the transition probability matrix is P = 1 3 2 3 1 4 3 4 2 3 1 3 1 5 4 5 1 4 1 4 1 4 1 4 1 6 1 6 1 6 1 6 1 6 1 6 (b) S = { 1 ,..., 9 } and the transition probability matrix is ( x signifies a positive entry) P = 0 0 0 x 0 0 0 0 x x x x 0 0 0 x 0 0 0 0 0 0 0 x x 0 0 0 0 0 0 0 0 0 0 0 0 x 0 0 0 0 x 0 0 0 0 0 0 0 x 0 0 0 x x 0 0 0 0 x 0 0 0 0 0 0 0 0 0...
View Full Document

{[ snackBarMessage ]}

Page1 / 2

Hw3_ORIE3510_S10 - ORIE3510 Introduction to Engineering...

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

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