/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q19E Find the unique stationary distr... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

Find the unique stationary distribution for the Markov chain in Exercise 2.

Short Answer

Expert verified

\(\left( {\frac{2}{3},\frac{1}{3}} \right)\) is the unique stationary distribution for the Markov chain.

Step by step solution

01

Given information

Referring to the exercise2,

02

Finding the unique stationary distribution for the Markov chain

The Matrix G and its inverse is,

\(G = \left( {\begin{array}{*{20}{c}}{ - 0.3}&1\\{0.6}&1\end{array}} \right)\)

\({G^{ - 1}} = \frac{{AdjG}}{{\left| G \right|}}\)

So,

\(AdjG = \left( {\begin{array}{*{20}{c}}1&{ - 1}\\{ - 0.6}&{ - 0.3}\end{array}} \right)\)

And,

\(\begin{aligned}{}\left| G \right| &= - 0.3 - 0.6\\ &= - 0.9\\ &= - \frac{9}{{10}}\end{aligned}\)

So,

\({G^{ - 1}} = - \frac{{10}}{9}\left( {\begin{array}{*{20}{c}}1&{ - 1}\\{ - 0.6}&{ - 0.3}\end{array}} \right)\)

The bottom row of \({G^{ - 1}}\) is \(\left( {\frac{2}{3},\frac{1}{3}} \right)\)

Therefore, the bottom row of \({G^{ - 1}}\) is \(\left( {\frac{2}{3},\frac{1}{3}} \right)\), is the unique stationary distribution for the Markov chain.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Suppose that a box contains seven red balls and three blue balls. If five balls are selected at random, without replacement, determine the p.f. of the number of red balls that will be obtained.

Suppose that a random variableXhas a discrete distribution

with the following p.f.:

\(f\left( x \right) = \left\{ \begin{array}{l}\frac{c}{{{2^x}}}\;\;for\;x = 0,1,2,...\\0\;\;\;\;otherwise\end{array} \right.\)

Find the value of the constantc.

Suppose that \({{\bf{X}}_{\bf{1}}}{\bf{ \ldots }}{{\bf{X}}_{\bf{n}}}\)form a random sample of nobservations from the uniform distribution on the interval(0, 1), and let Y denote the second largest of the observations.Determine the p.d.f. of Y.Hint: First, determine thec.d.f. G of Y by noting that

\(\begin{aligned}G\left( y \right) &= \Pr \left( {Y \le y} \right)\\ &= \Pr \left( {At\,\,least\,\,n - 1\,\,observations\,\, \le \,\,y} \right)\end{aligned}\)

Question:Suppose thatXandYare random variables such that(X, Y)must belong to the rectangle in thexy-plane containing all points(x, y)for which 0≤x≤3 and 0≤y≤4. Suppose also that the joint c.d.f. ofXandYat every point

(x,y) in this rectangle is specified as follows:

\({\bf{F}}\left( {{\bf{x,y}}} \right){\bf{ = }}\frac{{\bf{1}}}{{{\bf{156}}}}{\bf{xy}}\left( {{{\bf{x}}^{\bf{2}}}{\bf{ + y}}} \right)\)

Determine

(a) Pr(1≤X≤2 and 1≤Y≤2);

(b) Pr(2≤X≤4 and 2≤Y≤4);

(c) the c.d.f. ofY;

(d) the joint p.d.f. ofXandY;

(e) Pr(Y≤X).

Suppose that a random variableXhas the uniform distributionon the integers 10, . . . ,20. Find the probability thatXis even.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.