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-   -   Do you know Markov chain? (http://mymathforum.com/probability-statistics/45079-do-you-know-markov-chain.html)

Hemantha July 7th, 2014 08:32 AM

Do you know Markov chain?
 
A particle moves on a circle through points which have been marked 0, 1, 2, 3, 4 (in a clockwise
order). At each step it has a probability p of moving to right (clock-wise) and (1-p) to the left
(counter-clock wise). Let X n denote its location on the circle after the nth step.
(i) Explain why {X n , n ≥ 0} is a Markov chain.
(ii) Find the transition probability matrix.

:) Please Help me..

mathman July 7th, 2014 01:57 PM

{i} Essentially by definition. The distribution of X(n+1) depends entirely on the value of X(n).
(ii) (I forgot the exact form of a transition matrix). Each row should look like (1-p),0,p,0,0 rotated. First row p in second column, second row p in third column, etc. (I may have rows and columns interchanged).


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