Summary: LNMB EXAM Introduction to Stochastic Processes (ISP)
Saturday October 7, 2006, 11.00-14.00 hours.
The exam consists of five exercises, each with several parts. For each part it is indicated
between square brackets how many points can be earned for the item; the total number of
points is 40.
EXERCISE 1
The Markov chain (Xn)n0 with state space {1, 2, 3, 4, 5, 6} has as matrix of transition
probabilities:









1
3
2

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente
Litvak, Nelly - Department of Applied Mathematics, Universiteit Twente

Collections: Engineering