A continuous-time Markov chain with state space S nonzero transition rates q(1, 2) = g(2, 3) = q(3, 1) = q(4, 1) = 1 and q(1,4) = q(3, 2) = q(3, 4) = g(4, 3) = 2. (a) Provide (i) the transition rate graph, (ii) the holding time parameters, (iii) the generator matrix, and (iv) the transition matrix for the embedded Markov chain. (b) How long on average will the Markov chain stay in each state before moving to the next state? (c) If the chain is at state 3 and moves next to state 4, how long on average will it stay in state 3 in this case?

Juan Leonard

Juan Leonard

Answered question

2022-10-26

A continuous-time Markov chain with state space S nonzero transition rates q(1, 2) = g(2, 3) = q(3, 1) = q(4, 1) = 1 and q(1,4) = q(3, 2) = q(3, 4) = g(4, 3) = 2.
(a) Provide (i) the transition rate graph, (ii) the holding time parameters, (iii) the generator matrix, and (iv) the transition matrix for the embedded Markov chain.
(b) How long on average will the Markov chain stay in each state before moving to the next state?
(c) If the chain is at state 3 and moves next to state 4, how long on average will it stay in state 3 in this case?

Answer & Explanation

Gael Irwin

Gael Irwin

Beginner2022-10-27Added 13 answers

a) [ 3 1 0 2 0 1 1 0 1 2 5 2 1 0 2 3 ]
klastiesym

klastiesym

Beginner2022-10-28Added 3 answers

b)How long on average will it taje before moving to next state.
Average = 1 1 = 1
Thus, on average is 1
c) If chain is at state 3 , now long on average will it take before moving to state 4.
Average = 1 2 = 0.5
Thus, the average is 0.5

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