Hw2_ORIE3510_S10

Hw2_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
ORIE3510 Introduction to Engineering Stochastic Processes Spring 2010 Homework 2: Discrete Time Markov Chains Due February 10, 2010 (drop box) In all questions, be sure to give the justification for your answers. There are 5 problems, each equally weighted for 100 total points. 1. Let { X n : n 0 } be a Markov chain and suppose P ii > 0. Let η i be the exit time from state i : η i = inf { n 1 : X n 6 = i } . Derive the distribution of η i . 2. Suppose that whether or not an NFL team wins the Super Bowl depends on the number of Super Bowl wins for that team in the last three seasons. (a) How would you analyze this using a Markov chain? Specify the state space. (b) Suppose that if a team has won the Super Bowl three years in a row, then they will win the fourth one with probability 0.7. Else, if a team has not won any Super Bowls in the last three years, they will win this one with probability 0.3. Else, the team will
Background image of page 1

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

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 2

Hw2_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