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A transition matrix is a square matrix used to describe the transitions of a Markov chain.

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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} & …
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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}\:\:\: \ …
Diego Fonseca's user avatar