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Practice Questions on Module-1

The document contains practice questions related to stochastic processes, Markov chains, and their classifications. It includes scenarios involving patient wait times, customer counts, bus capacities, batting probabilities, and state transitions in various contexts. The questions require modeling, classification, and calculations based on given probabilities and scenarios.

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ryu.asahina17
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8 views

Practice Questions on Module-1

The document contains practice questions related to stochastic processes, Markov chains, and their classifications. It includes scenarios involving patient wait times, customer counts, bus capacities, batting probabilities, and state transitions in various contexts. The questions require modeling, classification, and calculations based on given probabilities and scenarios.

Uploaded by

ryu.asahina17
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Practice Questions on Module-I

1. Consider patients coming to a doctor’s office at random points of time. Let 𝑋𝑛 denote
the time (in hours) that the nth patient has to wait before being admitted to see the
doctor. Describe the process 𝑋𝑛 , 𝑛 ≥ 1.

2. Classify the following random processes according to state space and parameter
space.
(i) Water level in a tank at time t ≥ 0.
(ii) Number of customers in a shop at time t ≥ 0.
(iii) Number of breakdowns of a machinery in each week.
(iv) Water level in tank at the end of each hour

3. Consider customers in a barber shop. Let 𝑋𝑛 denote the number of customers at any
time 𝑡. Describe and classify the process 𝑋𝑛 .

4. Consider the values of the Dow-Jones Index at the end of the nth week. Let 𝑋𝑛 denote
the value of the stock at nth week. Describe and classify the process 𝑋𝑛 .

5. A bus taking students back and forth between the dormitory complex and the student
union arrives at the student union several times during the day. The bus has a capacity
to seat K persons. If there are K or fewer waiting persons when the bus arrives, it
departs with the available number. If there are more than K waiting, the driver allows
the first K to board, and the remaining persons must wait for the next bus. The
university administrators would like to know at each time period during the day how
many students are left behind when a bus departs.

Model the problem as a stochastic process and classify.

6. Akash bats according to the following traits. If he makes a hit (S), there is a 25%
chance that he will make a hit his next time at bat. If he fails to hit (F), there is a 35%
chance that he will make a hit his next time at bat. Find the transition probability
matrix for the data.

7. 80% of students who do maths work during one study period, will do the maths work
at the next study period. 30% of students who do English work during one study
period, will do the English work at the next study period.
Initially there were 60 students do maths work and 40 students do English work.
Calculate,
(i) The transition probability matrix
(ii) The number of students who do maths work, English work for the next subsequent
2 study periods.

8.

9. Consider a Markov chain with state space S = {0, 1}, where 0 represents rain and 1
represents no rain; 𝑋𝑛 denotes weather on day n. We assume that: if it rains today,
then it will rain tomorrow with probability 0.75. If it does not rain today, then it will
rain tomorrow with probability 0.35. What is the probability that it will rain four days
from today given that it is raining today?

10. The state transition diagram of a Markov chain is given below:

a. Find P (𝑋4=3|𝑋3=2)
b. Find P (𝑋3=1|𝑋2==1)
c. If we know P (𝑋0=1) = 1/3, find P (𝑋0=1, 𝑋1=2)
d. If we know P (𝑋0=1) = 1/3, find P (𝑋0=1, 𝑋1=2, 𝑋2=3)
11. The owner of a local one-chair barber shop is thinking of expanding because there seem
to be too many people waiting. Observations indicate that in the time required to cut
one person’s hair there may be 0, 1 and 2 arrivals with probability 0.3, 0.4 and 0.3
respectively. The shop has a fixed capacity of six people whose hair is being cut. Let X
( t) be the number of people in the shop at any time t and Xn = X(n+t) be the number of
people in the shop after the time instant of completion of the nth person’s hair cut. Prove
that {Xn, n = 1, 2, . . .} is a Markov chain assuming i.i.d arrivals. Find its one step
transition probability matrix.
12.

13. Let {𝑋𝑛 , 𝑛 ≥ 0} be a Markov chain with state space S. State j is said to be accessible
from state i if
(𝑛)
𝑃𝑖𝑗 ≥ 0 for some 𝑛 ≥ 0.

We say that two states i and j communicate if they are accessible from each other.
That is,

(𝑛) (𝑚)
𝑃𝑖𝑗 > 0 , 𝑃𝑗𝑖 > 0for some 𝑛, 𝑚 ≥ 0.

Show that the Communicate relation is an equivalence relation.

14.

15.
16. Consider the following state transition diagram of a stochastic process”

(i) Find the equivalence classes.


(ii) Find the period of each state.

17.

18. Consider a Markov chain with state transition diagram as shown below:

(i) Find communicating classes


(ii) Is the Markov chain irreducible?
(iii) Which are the absorbing states?
(iv) Find period of each state.

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