Consider a continuous-time Markov chain whose jump chain is a random walk with reflecting barriers 0 and m where po,1 = 1 and pm,m-1 =1 and pii-1 = Pii+1 = for 1


Consider a continuous-time Markov chain whose jump chain is a random walk with<br>reflecting barriers 0 and m where po,1 = 1 and pm,m-1 =1 and pii-1 = Pii+1 = for<br>1<i<m-1. Suppose that the holding times in states 0 and m have exponential<br>distribution with parameter 01 and in all other states have exponential distribution<br>with parameter 02-<br>(a)<br>Describe the chain with a rate diagram and find its generator.<br>Find the stationary distribution. For what values of 01 and 02 is it<br>(b)<br>uniform. Compare it with the stationary distribution for the jump chain.<br>

Extracted text: Consider a continuous-time Markov chain whose jump chain is a random walk with reflecting barriers 0 and m where po,1 = 1 and pm,m-1 =1 and pii-1 = Pii+1 = for 1
Jun 03, 2022
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