1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Homework Help: Homework Help - Markov Chains

  1. Sep 20, 2009 #1
    1. The problem statement, all variables and given/known data

    Suppose X is a Poisson random variable with mean 5. Suppose Zn = nX + 3 for n = 0, 1, 2, . . . . (a) Does Z0 , Z1 , . . . have the Markov property? (b) If Z0 , Z1 , . . . has the Markov property, is it time-homogeneous?

    Suppose X and Y are independent Poisson random variable both having mean 5. Suppose Zn = nX + Y for n = 0, 1, 2, . . . . (a) Does Z0 , Z1 , . . . have the Markov property? (b) If Z0 , Z1 , . . . has the Markov property, is it time-homogeneous?


    2. Relevant equations

    pmf of Poisson distribution: ([tex]\lambda^{k}*e^{-\lambda}[/tex])/k!


    3. The attempt at a solution
    I'm not really sure where to start with this. I'm inclined to say that for the first part it is a Markov chain but I'm not sure if I need to use the pmf of the Poisson distribution.

    I'm also inclined to say that the second part is not a Markov chain because of Y, but I'm really not sure.

    Any resources or guidance with this would be greatly appreciated.

    Thanks!
     
  2. jcsd
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted