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Stochastic Process

basics of markov chain

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7 views

Stochastic Process

basics of markov chain

Uploaded by

chand.1729.kar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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National Institute of Technology Rourkela Department of Mathemati SPRING, 2022-202 Sub. Code: MA 4208 5 Subject Name: Stochastic Pro Assignment #: TT Instructor: Dr. S. Kayal 1. A cocroach zooms around the vertices of the transient dingram given below. Let X, be the cocroach’s state at time n, where n = 0,1,2,.... : (i) Find the transition probability matrix. (ii) Find P(X2 = 31Xo = 1) (iii) Suppose that the cocroach is equally likely to start on any vertex at time 0. Find the probability distribution of X, (iv) Suppose that the cocroach begins at vertex 1 at time 0. Find the probability distribution of X2. (v) Suppose that the cocroach is equally likely to start on any vertex at time 0. Find the probability of obtaining the trajectory (3,2, 1,1,3) 2, Suppose that all classes of a Markov chain are recurrent, and let 7, j be two states such that i> j. Only one of the statements below is necessarily true; which one? (i) for each state k, either i+ k or j > ky (i) 7%; (iii) pj > 0 oF pi > 0; (iv) Da wl |03 04 03 0 P=\y 03 04 03 o 0 0 1 Obtain P(X; = 2, X; 2,Xy = 3|Xo = 2 10. Find the recurrent classes in the following chains.

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