Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data with ctmcd
Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data with ctmcd
useR!2017: Estimating the Parameters of a Continuou... Keywords: Embedding Problem, Generator Matrix, Continuous-Time Markov Chain, Discrete-Time Markov Chain Webpages: https://CRAN.R-project.org/package=ctmcd The estimation of the parameters of a continuous-time Markov chain from discrete-time data is an important statistical problem which ...
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Prove that the steady state probability vector of regular Markov chain is unique. [Hint: Use Theorem 4.33 or Theorem 4.34 . | Numerade
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SOLVED:Let the transition probability matrix of a two-state Markov chain be given, as in Example 4.2, by 𝐏= p 1-p 1-p p Show by mathematical induction that 𝐏^(n)= (1)/(2) (1)/(2)(2 p-1)^n (1)/(2)-(1)/(2)(2 p-1)^n (1)/(2)-(1)/(2)(2 p-1)^n (1)/(2) (1)/(2)(2 p-1)^n
SOLVED:Let the transition probability matrix of a two-state Markov chain be given, as in Example 4.2, by 𝐏= p 1-p 1-p p Show by mathematical induction that 𝐏^(n)= (1)/(2) (1)/(2)(2 p-1)^n (1)/(2)-(1)/(2)(2 p-1)^n (1)/(2)-(1)/(2)(2 p-1)^n (1)/(2) (1)/(2)(2 p-1)^n
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