Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

r each of the following write T (True) or F (False) (no explanation : (a) All nite state space irreducible continuoustime Markov chains have a

image text in transcribed
r each of the following write T (True) or F (False) (no explanation : (a) All nite state space irreducible continuoustime Markov chains have a unique iimiting probability distribution. (b) The counting process of a Poisson process, {N (t) : t 2 {l}, is a Birth and Death process. (c) Little's Law (I 2 Am) requires that the arrival times of customers forms a renewal process. ((1) A Birth and Death process is a special case of a continuoustime Markov chain. (e) Let {X (t)} be an irreducible positive recurrent continuoustime Markov chain. Fix a state 2', let X (0) 2 i and let 131(1), n 2 1, denote the consecutive times that X (t) re-visits state i. Then the point process {131.1(2) : n 2 1} denes a renewal process. (f) A state i for a continuoustime Markov chain {X (t) : t 2 0} is recurrent if and only if it is recurrent for its embedded discrete time Markov chain {ann 20}. (g) It is possible for a continuoustime Markov chain to be null recurrent while its embedded discrete-time Markov chain is positive recurrent. (h) If T33 denotes the return time to state j given that X (0) I j for a positive recurrent continuous-time Markov chain {X (t)}, then 1/E(Tjj) is the longrun rate that this Markov chain visits state 3'. (i) If an irreducible continuous-tune Markov chain does not have a probability solution to the Global Balance Equations, then the Markov chain must be transient. ( j) The Birth and Death Balance equations always have a probability solution

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_2

Step: 3

blur-text-image_3

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

Fundamentals Of Complex Analysis With Applications To Engineering And Science

Authors: Edward B Saff, Arthur D Snider

3rd Edition

0321997506, 9780321997500

More Books

Students also viewed these Mathematics questions

Question

Describe some variables used to measure the value added of HRM

Answered: 1 week ago

Question

Critically evaluate research on the HRMperformance relationship

Answered: 1 week ago