Consider a Markov chain with states 1, 2, 3 and transition probability matrix (a) Let m(j, 1)
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Consider a Markov chain with states 1, 2, 3 and transition probability matrix
(a) Let m(j, 1) be the mean number of transitions, starting in state j , until the chain makes a transition into state 1. Find m(j, 1), j = 1, 2, 3.
(b) Find the stationary probabilities of this Markov chain.
(c) Given that X0 = 3, find the expected number of transitions until the pattern 1, 2, 2, 1, 3, 1, 2, 2, 1 appears.
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