0 views

Uploaded by harris

Salient points in Continuous time markov chains

- Markov Chain Exercises
- 97 Spring Midterm
- Markov Hand Out
- Decision Science-204 MCQ's
- Modelo de consumo de energia em rede de petri
- OTROS AUTORES Jump Statistics, Sojourn Times, Fluctuation Dynamics and Ergodic Behavior for Markov Processes in Continuous Time With a Finite Number of States
- hemtenta 010523
- Markov Chains
- On The Transition Probabilities for the Fuzzy States of a Fuzzy Markov Chain
- Storm 2012
- Grupo_212066_37_TC_3.docx
- HMM.pdf
- Financial Mathematics in Life and Pension Insurance
- Exam03 Cover
- World Happiness Index Project Report
- The Comparative Study of Gray Model and Markov Model in Pavement Performance Prediction
- Probability
- 5.18
- 2002Model Selection and Parameter Estimation for Ion Channel Recording With an Application to the K Outward Rectifier in Barley Leaf
- Moura MSThesis

You are on page 1of 2

These questions provide a guide to your reading on the basics of continuous-time Markov

chains, covering material in Sections 1-4 in the long CTMC notes.

Here are SOME QUESTIONS:

1. What is a stochastic process?

2. What are the finite-dimensional distributions (f.d.d.s) of a stochastic process?

3. What is the probability law of a stochastic process?

4. When is a continuous-time stochastic process a Markov process? (See (2.1).)

5. What are the transition probabilities of a CTMC? (See (2.2)

6. How do you get from the transition probabilities of a CTMC to the finite-dimensional

distributions of a CTMC? (See (2.8.)

7. What are the Chapman-Kolmogorov equations of a CTMC? (See Lemma 2.1.)

8. What are the Kolmogorov ODEs of a CTMC, i.e., the Kolmogorov forward and

backward ordinary differential equations (ODEs) for a CTMC? (See Theorem 3.1)

9. What are the three main ways to construct a CTMC model? (See Sections 3.1, 3.2 and

3.3.)

10. How is the rate matrix Q defined? (See (3.1)-(3.3).)

11. Is the rate matrix Q a nonnegative matrix? Why or why not? (See (3.3)-(3.5).)

12. What are the Kolmogorov forward and backward ordinary differential equations (ODEs)

for a CTMC? (See Theorem 3.1.)

13. What is the solution of a usual one-dimensional ODE? (See the first display on p. 9.)

14. For an irreducible CTMC, is it possible to have Pi,j (t) = 0 for some i, j and t > 0?

(See Lemma 4.1.)

15. For a continuous-time stochastic process {X(t) : t 0}, what is a limiting probability vector? (See Section 4.)

16. For an irreducible finite-state CTMC, what is the limiting probability vector? (See

(4.1). We denote it by ; the component j is the limiting probability of being in state j.)

17. For a continuous-time stochastic process {X(t) : t 0}, what is a stationary probability vector? (See Section 4.)

18. For a continuous-time stochastic process {X(t) : t 0}, if the process has a unique

stationary vector, then does it necessarily also have a limiting a stationary probability vector?

(See Example 4.1.)

19. For a continuous-time stochastic process {X(t) : t 0}, if the process has a unique

limiting vector, then does it necessarily also have a stationary probability vector? (See Example

4.1.)

20. Does a finite-state CTMC necessarily have a unique stationary probability vector?

21. Does an irreducible finite-state CTMC necessarily have a unique stationary probability vector? (See Theorem 4.1.)

22. Given the rate matrix Q {Qi,j } of a finite-state irreducible CTMC, how can we

compute the limiting probability vector ? (See Theorem 4.2 (c).)

22. Given the matrix of transition probabilities P (t) {Pi,j (t)} of a finite-state irreducible

CTMC, for any fixed t > 0, how can the limiting probability vector be computed? (See

Theorem 4.2 (d).)

22. Given a finite-state irreducible CTMC characterized by an embedded DTMC with

one-step transition probabilities given by the matrix P {Pi,j } and exponential transition

times with means 1/i in state i, how can the limiting probability vector be computed? (See

Theorem 4.2 (b).) (See Theorem 4.2 (d).)

23. When is a CTMC a birth-and-death process? (See Section 5.)

24. How does the answer to question 21 simplify when the CTMC is a birth-and-death

process? (See Theorem 5.2.)

- Markov Chain ExercisesUploaded byJason Wu
- 97 Spring MidtermUploaded by葉百祥
- Markov Hand OutUploaded byKARAN
- Decision Science-204 MCQ'sUploaded byNikhil Bhalerao
- Modelo de consumo de energia em rede de petriUploaded byMarcos Bião
- OTROS AUTORES Jump Statistics, Sojourn Times, Fluctuation Dynamics and Ergodic Behavior for Markov Processes in Continuous Time With a Finite Number of StatesUploaded byFernandoHumire
- hemtenta 010523Uploaded bypostscript
- Markov ChainsUploaded byAnonymous XybLZf
- On The Transition Probabilities for the Fuzzy States of a Fuzzy Markov ChainUploaded byAnonymous 7VPPkWS8O
- Storm 2012Uploaded byminimamu
- Grupo_212066_37_TC_3.docxUploaded byjohanacris
- HMM.pdfUploaded byRichard Santillán Echevarría
- Financial Mathematics in Life and Pension InsuranceUploaded bynight_98036
- Exam03 CoverUploaded byHector Triana
- World Happiness Index Project ReportUploaded byhsiehhanen
- The Comparative Study of Gray Model and Markov Model in Pavement Performance PredictionUploaded byAnonymous 7VPPkWS8O
- ProbabilityUploaded byduylinh65
- 5.18Uploaded byEric Kial
- 2002Model Selection and Parameter Estimation for Ion Channel Recording With an Application to the K Outward Rectifier in Barley LeafUploaded byCarlos Henrique
- Moura MSThesisUploaded byedwardn1
- 11.1 Discrete Probability DistributionsUploaded byImran Shikdar
- rigid bodiesUploaded byGenesis Ambrocio De Leon
- Steepest DescentUploaded byzekrom
- math110s-hw4sol.pdfUploaded byJohn Reed
- A Stochastic Model for the Evolution of Metabolic NetworksUploaded byAqeel
- Chapter 22Uploaded byAiv Dee
- STA 311_1505826432.pdfUploaded byJohn Carlo B Valdez
- Uploaded byckitho
- Chapter 3Uploaded byMarysol Ayala
- ENAE 641Uploaded bybob3173

- MOA v BLM TRO OrderUploaded byMinnesota Public Radio
- ConfigGuide EM MFA TreasuryUploaded bySekhar Katta
- Acct 201 - Chapter 3Uploaded byHuy Tran
- Furniture HandlesUploaded byDenise Koh Chin Hui
- Temper Bead Welding ProceduresUploaded byClaudia Mms
- Task Analysis and Script - ClarkUploaded byAngela
- Types of Sewing MachineUploaded byEfraine Diwa
- ET-202(B)[1]Uploaded bymurugan_collegeman
- CemfixUploaded bypravi3434
- lm1876Uploaded byAriel Navarrete
- ISO 8502-12Uploaded bytharindu
- Power Meters - Energy Management SolutionsUploaded byIsrael Exporter
- E Razon vs Phil Ports AuthorityUploaded byfcnrrs
- 12.Analysis of the Phase-Shifted Carrier Modulation for Modular Multilevel ConvertersUploaded byAtiqMarwat
- 48-TMSS-03-R0Uploaded byrenjithas2005
- Committee Report 1155b Dizon SirawanUploaded bybubblingbrook
- Condominium Soundproofing Proper Procedures and Rules. Best example of proper procedure in a multifamily building.Uploaded byZbQV8ITU99VBttxt
- TVAHelpComUploaded bySunil Kesarwani
- CONCEPT OF RURAL AREA AND DEVELOPMENT.pptxUploaded byjm_marshal
- Brio_UK_lit_Dec_2007Uploaded byNeil Hogg
- School Based Assessment-edited 2017Uploaded byYɵʉňğ Ģênnä
- Chief Medical Officer in NYC NY NJ Resume Evelyn RodriguezUploaded byEvelynRodriguez4
- Unit 1 - 02 Elimination With Elimination with MatricesMatricesUploaded byparsa90p
- CMQOE Fact Sheet.pdfUploaded bycsteeee
- PPP final IFMUploaded bysachin
- Policy_1_final_Load-Frequency Control and.pdfUploaded bySamir
- Service Internship ReportUploaded byNadeem
- Solar System SizingUploaded byDoly Damanik
- 03 MeasurementsUploaded byChidiebere Samuel Okogwu
- utf-8 q 765 c2 a0ilcs c2 a0605condomi 0d 0a utf-8 q nium 5fproperty 5fact pd 0d 0a utf-8 q fUploaded byapi-282601291