Homework 10: Markov Chains & Ranking
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چکیده
Consider a standard chessboard with an 8×8 grid of possible locations. We define a Markov chain by randomly moving a single chess piece on this board. The initial location X0 is sampled uniformly among the 8 = 64 squares. At time t, the piece then chooses Xt+1 by sampling uniformly from the set of legal moves given its current location Xt. For a description of legal chess moves, see: http://en.wikipedia.org/wiki/Rules_of_chess#Basic_moves.
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ISyE 7201 : Production and Service System Engineering Instructor : Spyros Reveliotis Spring 2016 Homework
A. Reading assignment: This homework focuses on the theory of Continuous Time Markov Chains and their applications. An introductory treatment of this material is provided in Chpt. 1 of your textbook, but most of the material presented in class was drawn from Ross’ and Resnick’s books on stochastic processes. Also, some developments (especially the part of uniformization of CTMCs) were based on ...
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