hw8 - ECE320 Homework 8 Spring 2006 Cornell University...

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Unformatted text preview: ECE320 Homework 8 Spring 2006 Cornell University T.L.Fine Please hand in this assignment at the end of lecture on Tuesday, 4 April. Use only your assigned three-digit code and not your name. Throughout, give reasons for your answers. 1. In a Markov chain, let X = { 1 , 2 , 3 } and (1) = [ . 2 ,. 3 ,. 5] , P = . 5 . 5 . 3 . 3 . 4 . 6 . 4 . (a) Evaluate P ( X 2 = 2 ). (b) Draw a state transition diagram. (c) Classify the three states as to whether they are absorbing, persistent, or transient. (d) What are the periodicities d i for i ? (e) Identify the communicating classes. (f) Identify the closed communicating classes. (g) If there is a stationary or limiting initial distribution , then determine . If there is no such limiting initial distribution, then provide reasons. (h) If there is a stationary limiting distribution, what is the expected time between returns to state 2 ?...
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This homework help was uploaded on 09/25/2007 for the course ECE 3200 taught by Professor Fine during the Spring '06 term at Cornell University (Engineering School).

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hw8 - ECE320 Homework 8 Spring 2006 Cornell University...

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