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Suppose that (Xn)n0 is a Markov chain on a state space I={1,2,3,4,5}, initial distribution =(1/3,0,0,1/6,1/2) and stochastic matrix P=1/41/61/301/51/401/61/41/51/4001/41/505/61/61/41/51/401/21/41/5 a Calculate P(X1=5) b Calculate P1(X1=5,X2=1)
Suppose that (Xn)n0 is a Markov chain on a state space I={1,2,3,4,5}, initial distribution =(1/3,0,0,1/6,1/2) and stochastic matrix P=1/41/61/301/51/401/61/41/51/4001/41/505/61/61/41/51/401/21/41/5 a Calculate P(X1=5) b Calculate P1(X1=5,X2=1) c Calculate P1(X10=5X9=2) d Calculate P1(X10=5X9=2,X4=3) e Calculate P1(X10=5,X11=1X9=2,X8=3) f HARDER: Calculate P1(X8=3,X10=5,X11=1X9=2,X7=1)
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