# hw4b - 4 Problem 4.9 in course notes 5 Problem 4.13 in...

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ECE514 Random Process Fall 2010 HW4 - Due: November 16, 2010 Contact [email protected] NOTE: an illustrative Matlab question has been added, and the submission date has been extended from November 11 to November 16. Recommended reading: Please read most of Sections 4.1-4.8 and Section 4.9 pages 113-114. The fol- lowing can be skipped: The proof in Sec. 4.5. Examples 4.8.1 and 4.8.4 in Sec. 4.8. The rest of the chapter will deﬁnitely interest some of you, but is not of highest priority. 1. Problem 4.1 in course notes. 2. Problem 4.3 in course notes. 3. Problem 4.7 in course notes.
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Unformatted text preview: 4. Problem 4.9 in course notes. 5. Problem 4.13 in course notes. 6. Problem 4.33 in course notes. 7. Problem 4.37 in course notes. 8. Write a simulation of Problem 4.37. Start in any of the three states, and simulate, say, 10 4 time steps. Please include the code and print both the predicted equilibrium probabilities from Problem 4.37 and empirical values. If your simulation code is fast, feel free to simulate more time steps (I used 10 6 ) and see how the empirical values converge to the prediction. 1...
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