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Answer appropriately [12 marks] Consider the Markov chain { X,, n 2 0) on S = (1,2,3,4,5) with the one-step probability transition matrix (a) If

Answer appropriately

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[12 marks] Consider the Markov chain { X,, n 2 0) on S = (1,2,3,4,5) with the one-step probability transition matrix (a) If Xo = 3, find the probability that the chain gets absorbed in state 5. (b) If Xo = 3. find the expected time until the chain first reaches the set of states {1,2,5).\fLet g (t) be the rectangular pulse shown below. The random process X (t) is defined as X(t) = Ag(t), where A is uniformly distributed between -1 and +1. 0 (1, if 0

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