Consider a Markov Chain with three possible states S = {1,2,3}, that has the following transition matrix. [1/2 1/4 1/4] P = |1/3 [1/2 1/2 2/3 (a) Draw the state transition diagram for this chain. (b) P( X5 = 2 | X4, = 1) (c) P(X3 = 2| X2 = 2) (d) If we know P(Xo = 1) = 1/4, find P(Xo = 1,X1 = 2) (e) If we know P(X, = 1) = 1/4, find P(X, = 1,X, = 2,X2 = 3)

Consider a Markov Chain with three possible states S = {1,2,3}, that has the following transition matrix. [1/2 1/4 1/4] P = |1/3 [1/2 1/2 2/3 (a) Draw the state transition diagram for this chain. (b) P( X5 = 2 | X4, = 1) (c) P(X3 = 2| X2 = 2) (d) If we know P(Xo = 1) = 1/4, find P(Xo = 1,X1 = 2) (e) If we know P(X, = 1) = 1/4, find P(X, = 1,X, = 2,X2 = 3)

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter2: Matrices

Section2.5: Markov Chain

Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.

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