Solution-What is expected time that will pass before the

What is expected time that will pass before the chain first

Assignment Help Mathematics

Reference no: EM131127734

Let {X_n}_n_∈N0 be a Markov chain with the following transition matrix

Suppose that the chains starts from the state 1.

What is expected time that will pass before the chain first hits 3?

What is the expected number of visits to state 2 before 3 is hit?

Would your answers to (1) and (2) change if we replaced values in the first row of P by any other values (as long as P remains a stochastic matrix)? Would 1 and 2 still be transient states?

Use the idea of part (3) to answer the following question.

What is the expected number of visits to the state 2 before a Markov chain with transition matrix hits the state 3 for the first time (the initial state is still 1)?

Reference no: EM131127734

Questions Cloud

What is the probability that the first time he gets wet : What is the expected number of days that will pass before the professor gets wet (remember, there are two trips each day)? What is the probability that the first time he gets wet it is on his way home from the office?

The control of a paper-making machine : The control of a paper-making machine is quite complex [27].The goal is to deposit the proper amount of fiber suspension (pulp) at the right speed and in a uniform way.

Determine the correct amount of net income for april : Journalize the entries to record the omitted adjustments.

Planning many mars missions with rover vehicles : NASA is planning many Mars missions with rover vehicles. A typical rover is a solar-powered vehicle which will see where it is going with TV cameras and will measure distance to objects with laser range finders.

What is expected time that will pass before the chain first : What is expected time that will pass before the chain first hits 3 - what is the expected number of visits to state 2 before 3 is hit?

The acidity of water draining from a coal : The acidity of water draining from a coal mine is often controlled by adding lime to the water. A valve controls the lime addition and a sensor is downstream. For the model of the system shown in Figure AP9.6, determine K and the distance D to mai..

What is the expected price of the stock next year : Gordon & Co.'s stock has just paid its annual dividend of $1.10 per share. Analysts believe that Gordon will maintain its historic dividend growth rate of 3%. If the required return is 8%, what is the expected price of the stock next year?

Production manager of manufacturing facility : You are the production manager of a manufacturing facility. There will be a meeting with the Staff to discuss a potential back order that will occur if 10 batches are not produced between now and April 25, 2016. Based on what you learned on setting a..

The key to the cordless elevator : Building elevators are limited to about 800 meters. Above that height, elevator cables become too thick and too heavy for practical use. One solution is to eliminate the cable.

User Account

All Pages

What is expected time that will pass before the chain first

Reference no: EM131127734

Reference no: EM131127734

Questions Cloud

Reviews

Write a Review

Mathematics Questions & Answers

Questions on ferris wheel

Logistic map

Finding the probability of cards

Systems of ode

Derive the boolean expression

System of equations

Linear programming problem

Find the natural domain

Introduction to numerical methods

Chart of the topological manifold

Mathematics in computing

Complex problems

Assured A++ Grade

Academics

Major Subjects

Majors

Get In Touch

TERMS & POLICIES

HELP & SUPPORT