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Unformatted text preview: Spring 2011 OR3510/5510 Problem Set 2 Reminder: Due Monday February 14. Problem sets should be written neatly on 8 1/2 X 11 inch paper without fuzzy left margin because you tore it out of a notebook. Staple multiple sheets. Deposit the papers in the homework box on the bridge between Rhodes and Upson. Please remember to put your section on the paper along with your name. The box will be cleared Monday Feb 14 at noon and at 12:01 no papers will be accepted. Problem sets will be returned during recitation and solutions will be discussed as needed. Solutions will also be posted on blackboard. Reading: Continue browsing in Chapter 4. (1) Consider a Markov chain on states { , 1 , 2 } with transition matrix P = . 3 . 3 . 4 . 2 . 7 . 1 . 2 . 3 . 5 , and initial probability vector a = (1 / 3 , 1 / 3 , 1 / 3) . Compute P [ X 12 = 2 ,X 16 = 2  X = 0] and EX 16 . (2) Consider the gamblers ruin chain on states { , 1 , 2 , 3 , 4 } so that if 1 i 3 , p i,i +1...
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 Spring '09
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