stat2303_tutorial08

Contd tutorial 7 question 4 consider matrix is given

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Unformatted text preview: x is given by: 0 0 1 1 0.1 2 0.2 3 0 Find , , and . the Markov chain where transition probability 1 0 0.6 0.3 0 2 3 0 0 0.1 0.2 0.4 0.1 0 1 Since only states 1,2 are transient. The transient transition given by 0.6 0.1 0.3 0.4 20 0.4 0.1 7 10 0.3 0.6 7 So, , , . 0.65 0.25 Since state 0 is recurrent, we have Semester 1, 2010­11 ∞. Page 4 of 5 probability matrix is then 10 21 40 21 STAT2303/2803 Probability Modelling/Stochastic Models Semester 1, 2010­11 4. A particle moves on a circle through points which...
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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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