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LNMB EXAM Introduction to Stochastic Processes (ISP) Saturday October 7, 2006, 11.00-14.00 hours.
 

Summary: LNMB EXAM Introduction to Stochastic Processes (ISP)
Saturday October 7, 2006, 11.00-14.00 hours.
EXERCISE 1
a. [3 pt.] {1, 2, 5}, {3, 4}, {6}.
b. [3 pt.] Let Tij = P(ever in j|X0 = i). Then T41 = 1
10
T31+1
2
1+2
5
0 and T31 = 2
5
+1
2
+ 1
10
T41.
Hence T31 = 95
99
and T41 = 59

  

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

 

Collections: Engineering