Summary: Version: March 3, 2010
ISyE 3232
H. Ayhan
Homework 6
1. Let X0, X1, . . . be a Markov chain with state space {0, 1, 2}, initial distribution a = (.2, 0.4, ?), and
transition matrix
P =


.4 ? 0.5
.3 ? 0.1
? .2 0.5


Fill in the entries for P and a, and compute the following:
(a) Pr {X1 = 0 | X0 = 1},
(b) Pr {X8 = 2, X9 = 1 | X6 = 0},
(c) Pr {X1 = 0},
(d) Pr {X0 = 1 | X1 = 0}
(e) E[X2

Source: Ayhan, Hayriye - School of Industrial and Systems Engineering, Georgia Institute of Technology

Collections: Engineering