Showing something is a Markov chain conditional on an event
I am considering question 19c of this document:
https://www.maths.cam.ac.uk/sites/www.maths.cam.ac.uk/files/pre2014/undergrad/pastpapers/2007/Part_IB/PaperIB_1.pdf
I am stuck on the first part -showing it is a markov chain, conditional on the event A.
I start by supposing that the first time at which the chain reaches 0 is at time N, but I'm not sure how to proceed? Do i consider differen cases according to what n is?
Many thanks!
markov-chains conditional-probability
asked Nov 27 at 11:52
MathematicianP
2916
add a comment |
I am considering question 19c of this document:
https://www.maths.cam.ac.uk/sites/www.maths.cam.ac.uk/files/pre2014/undergrad/pastpapers/2007/Part_IB/PaperIB_1.pdf
I am stuck on the first part -showing it is a markov chain, conditional on the event A.
I start by supposing that the first time at which the chain reaches 0 is at time N, but I'm not sure how to proceed? Do i consider differen cases according to what n is?
Many thanks!
markov-chains conditional-probability
asked Nov 27 at 11:52
MathematicianP
2916
can anyone help?
– MathematicianP
Dec 1 at 17:48
add a comment |
I am considering question 19c of this document:
https://www.maths.cam.ac.uk/sites/www.maths.cam.ac.uk/files/pre2014/undergrad/pastpapers/2007/Part_IB/PaperIB_1.pdf
I am stuck on the first part -showing it is a markov chain, conditional on the event A.
I start by supposing that the first time at which the chain reaches 0 is at time N, but I'm not sure how to proceed? Do i consider differen cases according to what n is?
Many thanks!
markov-chains conditional-probability
asked Nov 27 at 11:52
MathematicianP
2916
I am considering question 19c of this document:
https://www.maths.cam.ac.uk/sites/www.maths.cam.ac.uk/files/pre2014/undergrad/pastpapers/2007/Part_IB/PaperIB_1.pdf
I am stuck on the first part -showing it is a markov chain, conditional on the event A.
I start by supposing that the first time at which the chain reaches 0 is at time N, but I'm not sure how to proceed? Do i consider differen cases according to what n is?
Many thanks!
markov-chains conditional-probability
markov-chains conditional-probability
asked Nov 27 at 11:52
MathematicianP
2916
asked Nov 27 at 11:52
MathematicianP
2916
asked Nov 27 at 11:52
MathematicianP
2916
asked Nov 27 at 11:52
MathematicianP
2916
asked Nov 27 at 11:52
MathematicianP
2916
2916
can anyone help?
– MathematicianP
Dec 1 at 17:48
add a comment |
can anyone help?
– MathematicianP
Dec 1 at 17:48
can anyone help?
– MathematicianP
Dec 1 at 17:48
can anyone help?
– MathematicianP
Dec 1 at 17:48
add a comment |
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can anyone help?
– MathematicianP
Dec 1 at 17:48