School of Electrical Engineering, KAIST

EE210 Probability and Introductory Random Processes

2023 Spring

Problem Set 8

Issued: Tue., May 30, 2023 Due: Fri., June 9, 2023, 4PM

Problem 8.1
Textbook Chapter 7 Problem 3

Problem 8.2
Textbook Chapter 7 Problem 4

Problem 8.3
Textbook Chapter 7 Problem 11

Problem 8.4
Textbook Chapter 7 Problem 13

Problem 8.5
Textbook Chapter 7 Problem 15

Problem 8.6
Textbook Chapter 7 Problem 29

Problem 8.7
Textbook Chapter 7 Problem 30
 Prob o )

It is hot a Markou chain.

i) let Xn Marloochain
24states
orresponding
( to the example 7 ,
. -

The first senario is

1
( lo 7 , ) = 1 , 2) and second one is LY . , , ) =
K 2. 2 ]

i:1 thefinstone, Y
여, K
, =
고 meansk .= 2
,X 1 =
3

∴ :P ( K
2
= 리 (Yo ," . ) = ( 12 ] ) = PLx ~ EE 3 , 4국 =
3] =
07

or He second K K canitdefermine the Value 68 . brtwe can say a를

one ,
새
그
. = =

info
Y
.= impliesthatX .EE 3 , 43 therefore
P ( ×= 41 Y Since
2
-
tK =
2) >0 the
.

PCX = 4 ) Yo= Y =2 ) haspositiveprobability :

ii:)
P ( 받리 Y== 2
) = PlY 2 = 2 IX 1 = 4
,1 K .
=(
1
= 2 ] .
P( X 시
= 41Yo a
= = 2 )
+

P(Y I 시샤 3 ( 1 41Y .=k 21 )

41 = 2
)P(
2
=
Y = .
=
.
시 =
.
,

=
PC 시 =
41lo =K - 2 ) ton - 01 n 10' [ 시 =
41 Yo = K1 = 2 )

=
017 + 013 .
P (×= 41 Y .
=
Y2 ) >
07

. . . P ( 치리Y=( 1 = 2 ) # P( = 지 ,YF 2 ) = 이미
여

n Tnis means tHaffirstandSecondsenarioswhichleadto thesamestate

next state have

ldwmake different for
probability different senarioss

바
ptopertydoesi
∴ :Markov ' tholdinthis case
Prob 02

ac) i) InHroduceMarkouchain ,State y

)" ' n
… C= distance
o Psider & f 1
between 1

ii 혀
)Poi
=f . ..
,
미=
[ . 협백
. othercwise

Pi )
평20 . 3 , P 화처 ) =
014 , P 는는 = 013

PiJ = o , exxept J = 그 아 체 아 차

b ) excep state O
,
al states aretransient

Tnis is becaase State o forms a reccarent state

Prob 00, 3

i) Introduce Marcov Chain State = n m

, ,
e ( h hard =
'
m = medinm , e =
eaby
)
,

GivntHan)

itinpwperty
[ 아쁨 숨 ) fotn ]
0 0n 0

더. .
-
5 0n 이만

더 .가 이" 015

introducedhas
) Mallko
i: 0 Chain we a
Single recarventclassuperiodic

Balance
eqquutions ⇒ 피 =
4( π zt π 3 )
sine
π

5
폴리 는 의 며 피
~

πz =
코 ( ut π 2) +
4L ㆍ3)
π= 52
π3 =
5
π3
코 (피 π z] t
4 ( π2 )
-

= t
Prob 00 , 4

10c@ l balance
equations
61 013 π~ O 12 π 2 012 π 3
@ an ⇒ 0. =
,
=

since
티며 ∴ π파 =
5 π2 =π 3 =
52

k>
P ( ( st transition '/ sbinth ) = 016 파 tO 12 π 2
=

51

5
C) 1 수P )State키 1

= , first change of state is to be

birthPl ) 며

ii) P ( sTate 2)
: =
first
5 birupl
Change Stateisto be ) cf
=
맑다미 3
=
52

ii) 8or
F state ;
3 first Change of Statei
birhPl is o be o

iv) P( first
5252 259
:
of be birth ) 5
change the State is to = 1
+ =

dd )
P( state was 2 I first transition "t .bebirth) = P
( statewas 2 first
N tHansition ", . be binth )

(firstftransitionisto be birth )

525255
55
-

Pesived P ( State is 2 Λ 15 tHansition 252

ex )
pWbability isbirta ) π

59
=
= 고

P ( Isr change is t. be birth )

fL) P ( birth ㆍ of
P ( birth Λ
change of state)
Pchirth ) 51
change state ) =
=
그

P( change of stale ]
pcchange of stae ) 5 -
0 .6 +
52 ( 0 5t0 23
, ,

!
=
0 ,6 + 1 .
4
2
:

g
, P
( leads t .State
2 change Pl
stale) = Change ofstalk which leads fo State 2 )
of πoibt [ I 3 ⑤ 고 1
스
=

Z
P ( change .f State ) 구

5
Probo0 , 5 Le 와 Aof white balls = 0
)
…
,
n

E
) Transifion
pobabililes ⇒ Poo E iPnn
=
=
P는 (허 ) =- E ) nf 아 며, … 어

p 다 -오
PncnivE
.

1' : ( 해 n- -n

)
= (- E
)
)80 v려 …

' 어

ii) This chain has

lecarhentsingle class
aperiodic and
polelsit
i birth death
) same as -

i ( rE-
ii: ) 10calbalana nn 로
cquation / ⇒π
)
) =π 네 "
( V - nit
E
1for =
(
"
… 서

!
n TheneforeweCan write π: =
E ≈ binominal
칭i
. )? distribution .

n
⇒ By nomalization ,
π. =
C크)

)
iv ) …
π 려몰 ( 소 ÷ )

f00
= 0 … n
Prob 00, 6

There
) are 3 paths to be state l affer siath transition

) ii ) 2 two timesselftransition a t statei or 4 respectively

.
ii) one eslf transifion at state 그 and one atstate 4

PhobabilitiesBy
adding
( 02
552 tait25 - 1125
.
path P < )
3
5
's
6 =
53 ' 4
-

)=

k, Let w8
xionN
A
transi' whicn retums to state 1

Then , we should consider the fransition 1 - 12 , 314 withprobl and 고 33 wiph prob 52

and 4 세 53
withBob

SinEe Nis
To calculate the E
( CWJ Uav [ U )
geometpic r .V ,

, ,

3 5 "
⇒미ECN ]
=카 1 +런 (+ )
) =
하리

var [ 1o ] =
-
( 152 )
(
5
지
+ ( -53
1
](535 해 =

EC ) Let Si . state affer 왜

transitionss

Let 가 A
diff Saaq S(
erantean S oo ah al
=
, o. . ,
1 이

5
[
Then , i8
PCAISaaa = k] = K =r 고

3
5 if K = 30r 4

( ( 900
BY total
pwbabiliry theovem ,
PLA ) =
5π
( f πz ) +
53E
3 t π 4) =
155
-
proboin

al) states 4 ,
5 are transient . Fheptstates4 ands , bthersare recuprent.

The class 울 6 n 3 is
,
periodic and E1 ,
2, 33 is
aperiodicc

) if the proess
bC ) : start from state 1 , it lass 한 1 2 33
stays in tHe pa eriodic , ,

AIs. fli
babilit 6 6 .step
transitionpothe would
ConvergetiSteady
oprobahifity state
)
T
n

' .
π

ii) Local balance = FL2 ,

equations ⇒ I T π2 = 6 c
3,

[ 다 i = of 계 o 아20r3 )

Since
딸를 키 ∴ 띠 = 다z =
150 평
π ,
적

C) Since the class E 6 73 , is Periodic , we can nor define tHe

Steady state probabilipies
-

10
dC , besived
" ptobability =
0 . 5 1 to , l π 2 =
165
-

i) P ( in state 2
653
'

+ nephocess is
) =
01 πz =

and the state inchreases

3
65
ptobability
6500
pesived
:
"

iii Desiledprobabilixy
)

=
P ( thephcessisin State) + 1 P ( theprocess is in state 그
incheasesand
the state
and " ]
is in state 3
PC the Po
by cess
|
duping the first
change +
and 1.
]
7
=

150 시 + -
6
13
상 + 0=
13-

ex) i7 Let event A : from state 4 t. the class E 112 , 33

from state 5 t. the class E 1 , 2133

B :

then , P ( A) = O .2 + 014 P (A ) to 고P (1 B ) 10
⇒ , PCA ) = -

23
PCB ] = O7 P(A )

Also , Let c . fromstate 4t .the Class E 6 73

,

13
PLC ) = 1
- PCA) = -

33

ii) lef ti :
expected * of transifions unxil a recurhent State s heachedStarting
from i thstate,

then ,
t 4 = toi 4 t 4 to
2 t5
60
" -
tu =
-

t5 =
toint 4 23