Question: Exercise 6.1. Prove identity (6.5). Hint. Make the necessary changes in the proof of Theorem 2.12.Pu(Xo = y) = u(y) and Pr(Xo = x) =

Exercise 6.1. Prove identity (6.5). Hint. Make the necessary changes in the proof of Theorem 2.12.Pu(Xo = y) = u(y) and Pr(Xo = x) = 1 for states x, y. The formula for the finite- dimensional distributions of a continuous-time Markov chain in terms of the initial distribution and the transition probability function is entirely analogous to formula (2.23) of discrete-time chains: for 0 = So m 2 0 and all states Im, . . . . In ES, P(Xm = Im, Xm+1 = Im+1, . . ., Xn = In) (2.23) n-1 = P(Xm = Im 1 P(Ik, Xk+1 ). k=m

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!

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

Briefly describe ASCII and Unicode and draw attention to any relationship between them. [3 marks] (b) Briefly explain what a Reader is in the context of reading characters from data. [3 marks] A...

Only 18 and 19 please 4.4 Eigenvalues and the Characteristic Polynomial 305 ultimately requires the evaluation of al/2 determinants of order (2 x 2). Even for modest values of n. the number a!/2 is...

Read the following sample life insurance policies: Universal Life Whole Life Complete the worksheets for each sample policy. Universal Life Policy Worksheet FIN/428 Version 1 University of Phoenix...

Answers must be between 200-250 words only. Need for the answer to stay within the guidelines and not be copied directly from another source. Universal Life Policy Worksheet FIN/428 Version 1...

Portray in words what transforms you would have to make to your execution to some degree (a) to accomplish this and remark on the benefits and detriments of this thought.You are approached to compose...

Suppose that R(A, B, C) is a relational schema with functional dependencies F = {A, B C, C B}. (i) Is this schema in 3NF? Explain. [2 marks] (ii) Is this schema in BCNF? Explain. [2 marks] (b)...

Prolog You are approached to compose a Prolog program to work with twofold trees. Your code shouldn't depend on any library predicates and you ought to expect that the mediator is running without...

Opening Statement for Defense The 1948 U.S. Presidential election was a hard fight for Harry Truman. No one thought he had a shot and the folks at the Chicago Daily Tribune didn't think so either. At...

1.With reference to the Staple and Heinz-Beech Nut cases, discuss the central issues of the anticompetitive arguments. Carefully discuss the circumstances under which mergers may be undesirable and...

Team Project Useful Formulas for Two and more Vectors, prove (12) " (16), which are often useful in practical work, and illustrate each formula with tow examples. Show that each side of (13) then...

What is the relationship between the price of crude oil and the price you pay at the pump for gasoline? The file Oil & Gasoline contains the price ($) for a barrel of crude oil (Cushing, Oklahoma,...

The worth of the property which is equal to the original cost less the amount which has been charged to depreciation. a. Book value b. Scrap value c. Market value d. Salvage value

Jenny Stoppard was excited about her new position as vice president of human resources at Flotation Ltd., a manufacturer of life jackets and other flotation devices. However, she knew she had her...