Suppose that a Markov chain has four states 1, 2, 3, 4 and stationary transition probabilities as

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Suppose that a Markov chain has four states 1, 2, 3, 4 and stationary transition probabilities as specified by the following transition matrix:

a. If the chain is in state 3 at a given time n, what is the probability that it will be in state 2 at time n + 2?
b. If the chain is in state 1 at a given time n, what is the probability that it will be in state 3 at time n + 3?

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:17 AM

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Suppose that a Markov chain has four states 1, 2, 3, 4 and stationary transition probabilities as

Question:

1 234 1 1/4 1/4 0 1/2 2 0 1 0 0 3 1/2 0 1/2 0 4 1/4 1/4 1/4 1/4 1 2 34

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a It is found that The answer is given by ...View the full answer

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