Answered: 1 2 4 1 1 0. 1 P = 3 0.6 0. 0.4 4 0.1…

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1 2 4 1 1 0. 1 P = 3 0.6 0. 0.4 4 0.1 0.4 0.2 0.3

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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Question

For the attached transition probability matrix for a Markov chain with {X_n; n = 0, 1, 2,.........}:

a) How many classes exist, and which two states are the absorption states?

b) What is the lim_n->inf P{X_n = 3 | X₀ = 3}?

b) What is the lim_n->inf P{X_n = 1 | X₀ = 3}?

1
2
3.
4
1
1
1
P =
3
0.6 0.4
4 \0.1
0.4 0.2 0.3

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