Question 1
a)
Let as consider the
The homogenous markov chain on the state space is S= {-1, 0, 1}
=
=
A zero element in the transition matrix indicate that the transition is not possible.
To calculating the probability transition matrix is,
E ()=b and E()=b
E ()=0.5, E()=0.5
b)
P( P(= P(
=
=
E(x1)=0 and E(x2)=0.25
Question 2
S = {0, 1, 2}
==
The stationary distribution is (,)
P=
The stationary distribution (,) is given by the solution of equation is,
(0.33)
(0.25)
(0.5)
0.3
(0.25)
(0.5)
Also is equal to 1
0.3
0.3
0.3=0.168
=1.234
=3.456
Question 3
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Question 4
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Question 5
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Question 6
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