MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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And please do not copy other's work,very appreciate!!

1. Assume X, are independent and identically distributed with P(X₁ = 1) = p,
P(X1 = 0) = r and P(X₁ =
=
Let SnXi, n = 1, 2, ....
-1) = q. where p, r,q > 0 and p+r+q = 1.
(a) Prove that {S₁, S2,…….} is an irreducible Markov chain with state space S =
{0, 1, 2,...} and write down its transition matrix.
(b) Is the chain aperiodic?
(c) Find expressions for:
i. P(S3 = 2).
ii. P(S₁ = 1|S₁ = 1).
iii. P(S101|S7 = 0).
iv. ES and var(Sn).
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Transcribed Image Text:1. Assume X, are independent and identically distributed with P(X₁ = 1) = p, P(X1 = 0) = r and P(X₁ = = Let SnXi, n = 1, 2, .... -1) = q. where p, r,q > 0 and p+r+q = 1. (a) Prove that {S₁, S2,…….} is an irreducible Markov chain with state space S = {0, 1, 2,...} and write down its transition matrix. (b) Is the chain aperiodic? (c) Find expressions for: i. P(S3 = 2). ii. P(S₁ = 1|S₁ = 1). iii. P(S101|S7 = 0). iv. ES and var(Sn).
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