Question: answer all questions with explanation 4. Simple Random Walk on a Circle. Let N 2 2 be an integer. We can consider {0, 1, -

answer all questions with explanation

answer all questions with explanation 4. Simple Random Walk on a Circle.

4. Simple Random Walk on a Circle. Let N 2 2 be an integer. We can consider {0, 1, - -- , N l} to be a \"circle\" by assuming that N 1 is adjacent to 0 as well N 2. Let Xn be simple random walk on the circle. The transition probabilities are Pas-1 = MP1,}; = 0.5,}6 =1,--- ,N laPO,N1 = 'pN_1,0 = 0.5. Let N = 6, (a) (5 points) What is the transition matrix P? (b) (5 points) Is there a limiting probability vector? If yes, what is it? If no, what is the period? (c) (5 points) Is there any invariant probability distribution? If yes, what is it? Is it unique? If no, Why? (d) (5 points) Is there any recurrent state? If yes, what is it? If 110, why? (e) (5 points) Is there any transient state? If yes, what is it? If no, why

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!