Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
A transition matrix is a square matrix used to describe the transitions of a Markov chain.
5
votes
0
answers
777
views
Find the invariant measure $\pi=(\pi_{1},\pi_{2},\pi_{3})$ for a Markov Chain with transitio...
Let $(X_{n})_{n\in\mathbb{N}_{0}}$ be a Markov Chain with state space $M=\left\{x_{1},x_{2},x_{3}\right\}$ and transtition matrix
$$
\Pi=\left(\begin{array}{ccc}p_{1} & p_{2} & 1-p_{1}-p_{2}\\
q_{1} & …
0
votes
0
answers
37
views
Calculate the transition matrix of $X_{n+1}:= \sum_{i=0}^{X_{n}}\theta_{n}^{i}\:\: \mbox{mod...
Given an i.i.d. sequence $(\theta_{n}^{i})_{n,i\in\mathbb{N}}$ with binomial distribution $\mathcal{B}_{3,\frac{1}{3}}$ we define the Markov Chain
$$X_{n+1}:= \sum_{i=0}^{X_{n}}\theta_{n}^{i}\:\:\: \ …