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Tagged with expectation markov-chains
4 questions
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Expected number of steps until a queue of $n$ people has passed all $n$ ordered tests consecutively
We are given a queue of $n$ people $\{p_1, \ldots, p_n\}$. They each have to pass $n$ exams $\{t_1, \ldots, t_n\}$. For simplicity we can "draw" the setting in the following way:
$$[t_n,t_{n-...
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A closed form of mean-field equations
Assume that a system at time t, for example number of costumers in a line at time $t$ which is denoted by $q(t)$, follows a Markov chain with these dynamics (probabilities)
$$P(q(t+\Delta t)-q(t)=1)=\...
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Expectation of a linear operator
We define $T: C[0,1]\to C[0,1]\ni T(f(x))= \sum\limits_{k=1}^{m} p_k (f\circ f_k)(x):=\mathbb E( f(X_{n+1}|X_n=x)$ for a system $X_{n+1}=f_{\omega_n}(X_n), n=0,1,2\dots.$ and $\omega_n$ are i.i.d ...
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If $\text P\left[X_2\in B_2\mid X_1\right]=\kappa(X_1,B_2)$ a.s. for all $B_2$, can we select a common null-set over all $B_2$?
Let
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(E_i,\mathcal E_i)$ be a measurable space
$X_1:\Omega\to E_1$
$X_2:\Omega\to E_2$ be $(\mathcal A,\mathcal E_2)$-measurable
$\kappa$ ...