Computers and Technology, 05.05.2020 22:44 bighomie28

G Consider an urn with balls of three colors: red, blue, and green. The total number of balls is N. Run the following Markov chain on the state space Ω={(i, j,k): i≥0,j≥0,k≥0, integers, i+j+k=N}. Pickaballatrandom. If it is red, replace it with a blue or a green ball with equal probability. Similarly, if it is blue, replace it with a red or a green with equal probability. Finally, if it is green, replace it with a red or a blue with equal probability. Find a reversible stationary distribution for this chain. Hint: Think of a standard named distribution that is a good guess for the station- ary distribution. Then verify the Detail Balance Equations to check for reversible under stationarity.

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G Consider an urn with balls of three colors: red, blue, and green. The total number of balls is N....

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