Basic quantities for the queueing example

Reference no: EM13983593

1. Modify the program ErgodicChain so that you can compute the basic quantities for the queueing example of Exercise 11.3.20. Interpret the mean recurrence time for state 0.

2. Consider a random walk on a circle of circumference n. The walker takes one unit step clockwise with probability p and one unit counterclockwise with probability q = 1 - p. Modify the program ErgodicChain to allow you to input n and p and compute the basic quantities for this chain.

(a) For which values of n is this chain regular? ergodic?

(b) What is the limiting vector w?

(c) Find the mean first passage matrix for n = 5 and p = .5. Verify that mij = d(n - d), where d is the clockwise distance from i to j.

Reference no: EM13983593

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