Consider a Markov chain {X, : n = 0, 1, - .-} on the state space S = {1,2,3,4} with the following transition matrix: 1/3 2/3 1/2 1/2 P = 1/4 3/4 1/4 1/4 1/2 Find Pr(X7 = 2|X1 = 3). %3D Determine the class(es) of the above Markov chain. Specify which state is recurrent and which state is transient. Justify your results.
Consider a Markov chain {X, : n = 0, 1, - .-} on the state space S = {1,2,3,4} with the following transition matrix: 1/3 2/3 1/2 1/2 P = 1/4 3/4 1/4 1/4 1/2 Find Pr(X7 = 2|X1 = 3). %3D Determine the class(es) of the above Markov chain. Specify which state is recurrent and which state is transient. Justify your results.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 12EQ:
12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction...
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