In a sequence of Bernoulli trials we say that at time n the state is observed if
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In a sequence of Bernoulli trials we say that at time n the state is observed if the trials number n - 1 and n resulted in SS. Similarly E, E3, E4 stand for SF, FS, FF. Find the matrix P and all its powers. Generalize the scheme.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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