3. Divide the circle into N points, and consider a particle randomly moving between these points,...
3. Divide the circle into N points, and consider a particle randomly moving between these points, in such a way that the position of the particle is a Markov Chain, and at each step the particle jumps to a neighboring point with equal probabilities: 2 2 0 N- 1 Compute P(X,-01X0-0) for all n > 0. Hint: Use the discrete Fourier transform to diagonalize the transition matrix. That is, express the transition matrix in the orthonor- mal basis (0), ê(1)...
2. (10 points) Consider a continuous-time Markov chain with the transition rate matrix -4 2 2 Q 34 1 5 0 -5 (a) What is the expected amount of time spent in each state? (b) What is the transition probability matrix of the embedded discrete-time Markov chain? (c) Is this continuous-time Markov chain irreducible? (d) Compute the stationary distribution for the continuous-time Markov chain and the em- bedded discrete-time Markov chain and compare the two
2. (10 points) Consider a...
(10 points) Consider a Markov chain (Xn)n-0,1,2 probability matrix with state space S ,2,3) and transition 1/5 3/5 1/5 P-0 1/2 1/2 3/10 7/10 0 The initial distribution is given by (1/2,1/6,1/3). Compute (a) P[X2-k for all k- 1,2,3 (b) E[X2] Does the distribution of X2 computed in (a) depend on the initial distribution a? Does the expected value of X2 computed in (b) depend on the nitial distribution a? Give a reason for both of your answers.
1) (35 points) The wave function for a particle moving along x axis between the limits 0 and L is: (x)-C sin (nx xL) where n are 1, 2, 3, A) Determine the normalization constant C B) Why can't n take the value of 0, briefly explain C) For n-3 determine the values of x (in terms of L) that correspond to a maximum or a minimum in the wave function D) For n-3 determine the values of x (in...