Markov Chain Chap 9 - 28
HTT Waiting time
> Q <- matrix(data = 0, nrow = 3, ncol = 3)
> Q[1, 1] = Q[1, 2] = Q[2, 2] = Q[2, 3] = Q[3, 1] = 0.5
> N <- solve(diag(3) - Q)
> C <- c(1, 1, 1)
> R <- matrix(data = NA, nrow = 3, ncol = 1)
> R[, 1] <- c(0, 0, 0.5)
> N1 <- N
> NC1 <- N %*% C
> NR1 <- N %*% R
> N1
[,1] [,2] [,3]
[1,] 4 4 2
[2,] 2 4 2
[3,] 2 2 2
> NC1
[,1]
[1,] 10
[2,] 8
[3,] 6
> NR1
[,1]
[1,] 1
[2,] 1
[3,] 1 |
Waiting time = 10
HHH Waiting time
> Q <- matrix(data = 0, nrow = 3, ncol = 3)
> Q[1, 1] = Q[1, 2] = Q[2, 1] = Q[2, 3] = Q[3, 1] = 0.5
> N <- solve(diag(3) - Q)
> C <- c(1, 1, 1)
> R <- matrix(data = NA, nrow = 3, ncol = 1)
> R[, 1] <- c(0, 0, 0.5)
> N1 <- N
> NC1 <- N %*% C
> NR1 <- N %*% R
> N1
[,1] [,2] [,3]
[1,] 8 4 2
[2,] 6 4 2
[3,] 4 2 2
> NC1
[,1]
[1,] 14
[2,] 12
[3,] 8
> NR1
[,1]
[1,] 1
[2,] 1
[3,] 1 |
Waiting time = 14