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Mathematics, 14.11.2019 05:31 tiwaribianca475
45. consider an irreducible finite markov chain with states 0, 1, . . , n. (a) starting in state i , what is the probability the process will ever visit state j? explain! (b) let xi = p{visit state n before state 0|start in i }. compute a set of linear equations that the xi satisfy, i = 0, 1, . . , n. (c) if j j pi j = i for i = 1, . . , n −1, show that xi = i/n is a solution to the equations in part (b).45. consider an irreducible finite markov chain with states 0, 1, . . , n. (a) starting in state i , what is the probability the process will ever visit state j? explain! (b) let xi = p{visit state n before state 0|start in i }. compute a set of linear equations that the xi satisfy, i = 0, 1, . . , n. (c) if j j pi j = i for i = 1, . . , n −1, show that xi = i/n is a solution to the equations in part (b).
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45. consider an irreducible finite markov chain with states 0, 1, . . , n. (a) starting in state i...
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