Mathematics, 11.01.2021 20:00 ajam71501
A gnome hunter needs to find two gnomes hidden in the
room. Assume that the probability to find a gnome in a short time interval of length h
is equal to 2h + o(h). Independently of that, a gnome found by the hunter can escape
and hide at a new location in the room: the probability that this occurs in a time
interval of length h is equal to h + oſh). However, once the hunter holds both gnomes,
he ties them so that they can no longer escape.
(a) Construct a continuous-tiree Markov chain describing this process. Write down
the infinitesimal generator and the initial distribution.
Answers: 3
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A gnome hunter needs to find two gnomes hidden in the
room. Assume that the probability to find a g...
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