Question: Given a CTMC with the generator 3x3 matrix {(Row 1) 3, 1, 2 | (Row2)6 ,9 ,3 |(Row 3) 1, 2 ,3} (a) Find the

Given a CTMC with the generator 3x3 matrix {(Row 1) 3, 1, 2 | (Row2)6 ,9 ,3 |(Row 3) 1, 2 ,3} (a) Find the stationary distribution of the chain. (b) Find the transition matrix of the embedded Markov chain. (c) What is the limiting distribution of the discrete-time Markov chain from the previous part. (d) What is the reason for the dierence between the answers to (a) and (c). One or two sentences should be enough. (e) Change the second row of the generator such that the answer to (b) would be the same and (a) and (c) would have the same answer

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!