(c.) Assume that the probability of rain tomorrow is 0.5 if it is raining today, and assume that the probability of its being clear (no rain) tomorrow is 0.9 if it is clear today. Also assume that these probabilities do not change if information is also provided about the weather before today. (i) Explain why the stated assumptions imply that the Markovian property holds for the evolution of the weather. (ii) Formulate the evolution of the weather as a Markov chain by defining its states and giving its (one-step) transition matrix
(c.) Assume that the probability of rain tomorrow is 0.5 if it is raining today, and assume that the probability of its being clear (no rain) tomorrow is 0.9 if it is clear today. Also assume that these probabilities do not change if information is also provided about the weather before today. (i) Explain why the stated assumptions imply that the Markovian property holds for the evolution of the weather. (ii) Formulate the evolution of the weather as a Markov chain by defining its states and giving its (one-step) transition matrix
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter17: Markov Chains
Section17.2: What Is A Markov Chain?
Problem 5P
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(c.) Assume that the probability of rain tomorrow is 0.5 if it is raining today, and assume that the probability of its being clear (no rain) tomorrow is 0.9 if it is clear today. Also assume that these probabilities do not change if information is also provided about the weather before today.
(i) Explain why the stated assumptions imply that the Markovian property holds for the evolution of the weather.
(ii) Formulate the evolution of the weather as a Markov chain by defining its states and giving its (one-step) transition matrix
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