Markov Chain

[odumath]

I need some help with a homework assignment covering the Markov Chain model.

We did not cover the material in class at all and I'm wondering if someone could provide me some pointers as to how I need to solve the problem. I've got an image of the exercise; how would I post that?

I appreciate any help.

Thanks,
odumath

 

[galactus]

Host your picture here: http://www.imageshack.us/

click on browse, upload your picture, click on host it, go to the bottom of the page which will appear and copy and paste the last link into the forum surrounded by

 

[odumath]

Thanks for the link to upload a viewable image.

I uploaded a snapshot of the assignment (GIF file) at the following location:

. . .http://img237.imageshack.us/my.php?image=02ct7.gif

Given the Markov Chain model depicted in Figure 2 and the following sequence of random numbers, what state will the Markov model be in after 6 time steps assuming one random number is used in sequence for each time step? Justify your answer.

Random number sequence: 0.3586, 0.0799, 0.1533, 0.7212, 0.5444, 0.0613

The random number are used in the following manner: Assuming you are in state S with three branches having the following probabilities: 0.2, 0.3, 0.5, then to determine which state would be next: if the random number is x < 0.2, the next state is the 0.2 leg; if the random number is 0.2 < x < 0.5, the next state is the 0.3 leg; and if the random number is x > 0.5, the next state is the 0.5 leg.

Thank you for your help!