Consider the Markov chain with three states S = {1, 2, 3}, that has the state transition
Question:
Consider the Markov chain with three states S = {1, 2, 3}, that has the state transition diagram is shown in Figure 11.31.
Suppose P(X1 = 1) = 1/2 and P(X1 = 2) = 1/4.
a. Find the state transition matrix for this chain.
b. Find P(X1 = 3,X2 = 2,X3 = 1).
c. Find P(X1 = 3,X3 = 1).
Transcribed Image Text:
1 12 3 12 2 1 Figure 11.31 - A state transition diagram.
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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