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SRM Institute of Science and Technology Department of Mathematics 21MAB204T-Probability and Queueing Theory Unit - V Tutorial Sheet - 15 Questions

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36 views1 page

SRM Institute of Science and Technology Department of Mathematics 21MAB204T-Probability and Queueing Theory Unit - V Tutorial Sheet - 15 Questions

Uploaded by

Archisman Hes
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SRM Institute of Science and Technology

Department of Mathematics
21MAB204T- Probability and Queueing Theory
Unit – V
Tutorial Sheet – 15
Questions
1 1 0
Consider a Markov chain with the state space {0, 1} and tpm 𝑃 = [ ].
1/2 1/2
(i) Draw the state transition diagram. (ii) Is the state 0 recurrent? Explain (iii) Is the
state 1 transient? Explain.

2 The transition probability matrix of a three state Markov chain {𝑋𝑛 },𝑛 = 1, 2, 3, …
0 2/3 1/3
having three states 0, 1 and 2 is given by 𝑃 = [1/2 0 1/2]. Draw the state
1/2 1/2 0
transition diagram.

3 Find periodic and aperiodic states in each of the following transition probability
matrices.
0 1 1/4 3/4
(a) [ ] (b) [ ]
1 0 1/2 1/2

4 1 0 0
Does the transition matrix [1/2 1/2 0] correspond to an absorbing Markov chain?
0 0 1
(Hint: If at least one of the states is absorbing)

5 The one-step transition probability matrix of a Markov chain is


0 1 0
𝑃 = [1/6 1/2 1/3]. Is the Markov chain irreducible? Find the period of the states
0 2/3 1/3
(say 1,2,3) of the Markov chain

6 0 1 0
Find the nature of the states of the Markov chain with the tpm 𝑃 = [1/2 0 1/2]
0 1 0

7 Three boys A, B and C are throwing a ball to each other. A always throws the ball to
B and B always throws the ball to C, but C is just as likely to throw the ball to B as to
A. Show that the process is Markovian. Find the transition probability matrix and
classify the states.
8 0 2/3 1/3
The three-state Markov chain is given by the tpm 𝑃 = [1/2 0 1/2]. Prove that
1/2 1/2 0
the chain is irreducible, all the states are aperiodic, non-null persistent and hence an
ergodic Markov chain.

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