Operations Research : Applications and Algorithms
4th Edition
ISBN: 9780534380588
Author: Wayne L. Winston
Publisher: Brooks Cole
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Consider the Markov chain with three states,S={1,2,3}, that has the following transition matrix
p=
1/2
1/4
1/4
1/3
0
2/3
1/4
1/2
0
a. Draw the state transition diagram for this chain
b. If we know P(X1=1) =P(X1=2) =1/4, find P(X1=3, X2=2,X3=1)
Consider the Markov chain with three states,S={1,2,3}, that has the following transition matrix
P=
Draw the state transition diagram for this chain.
If we know P(X1=1) =P(X1=2) =1/4, find P(X1=3, X2=2,X3=1)
For the transition probability matrix P = 1 2 3 4 5 1 0.2 0.1 0.15 0 0.55 2 0 1 0 0 0 3 0.35 0.2 0.2 0.1 0.15 4 0 0 0 1 0 5 0.25 0.2 0.15 0.25 0.15 (a) Rewrite P in the canonical form, clearly identifying R and Q. (b) For each state, i, calculate the mean number of times that the process is in a transient state j, given it started in i. (c) For each state i, find the mean number of transitions before the process hits an absorbing state, given that the process starts in a transient state i. (d) For each state i, find the probability of ending in each of the absorbing states.
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