stat2303_tutorial08

A particle moves on a circle through points which

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Unformatted text preview: have been marked 0,1,2,3,4 (in a clockwise order). At each step, it has a probability of moving to the right (clockwise) denote its location on the circle after the and 1 to the left (counterclockwise). Let step. The process , 0 is a Markov chain. a) Find the transition probability matrix. 0 0 1 0 0 0 0 0 1 0 0 0 1 1 0 0 0 0 1 0 b) Determine the limiting probabilities. Assume non-trivial case 0 1. Obviously all the states communicate with each other, i.e. the Markov chain is irreducible and hence all the states are r...
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This note was uploaded on 03/15/2014 for the course STAT 2303 taught by Professor Steven during the Fall '11 term at HKU.

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