5 Let the transition probability matrix of a two state Markov chain be given, as in Example 4 2, by 1 7 Show by mathematical induction that p( ) (ip ir (ip ir 2p if 2p I f ...

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5. Let the transition probability matrix of a two-state Markov chain be given, as in Example 4.2,...

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5. Let the transition probability matrix of a two-state Markov chain be given, as in Example 4.2, by

Ñ =

ñ é -ñ

1-/7 ñ

Show by mathematical induction that p(") = \ + \(ip - ir \ - \(ip - ir

\ - \{2p -if \ + \{2p - I f

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Introduction To Probability Models

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Authors: Sheldon M. Ross

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5. Let the transition probability matrix of a two-state Markov chain be given, as in Example 4.2,...

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Introduction To Probability Models

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