Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

1. Assume Xn are independent and identically distributed with P(X1 = 1) = p, P(X1 = 0) = r and P(X1 = -1) = q.

image text in transcribed
1. Assume Xn are independent and identically distributed with P(X1 = 1) = p, P(X1 = 0) = r and P(X1 = -1) = q. where p, r, q > 0 and p + r + q = 1. Let Sn = En Xi, n = 1, 2, .... (a) Prove that {S1, S2, ...} is an irreducible Markov chain with state space S = {0, +1, 12, ...} and write down its transition matrix. (b) Is the chain aperiodic? (c) Find expressions for: i. P(S3 = 2). ii. P(SA = 1\\S1 = 1). iii. P(S10 = 1|$7 = 0). iv. ES, and var(Sn)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

From Fourier Analysis To Wavelets

Authors: Jonas Gomes, Luiz Velho

1st Edition

3319220756, 9783319220758

More Books

Students also viewed these Mathematics questions

Question

What do you see as your biggest strength/weakness?

Answered: 1 week ago

Question

1. What physical and mental tasks does the worker accomplish?

Answered: 1 week ago

Question

5. Why is the job done?

Answered: 1 week ago

Question

4. How does the worker do the job?

Answered: 1 week ago