3.2. Consider two urns A and B containing a total of N balls. An experiment is performed...

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3.2. Consider two urns A and B containing a total of N balls. An experiment is performed in which a ball is selected at random (all selections equally likely) at time t (t = 1, 2, . . .) from among the totality of N balls.

Then an urn is selected at random (A is chosen with probability p and B is chosen with probability q) and the ball previously drawn is placed in this urn. The state of the system at each trial is represented by the number of balls in A. Determine the transition matrix for this Markov chain.

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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