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Linear Algebra: A Modern Introduction

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter3: Matrices

Section3.7: Applications

Problem 14EQ

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3.1.3 A Markov chain Xo, X1, X2, ... has the transition probability matrix
0
1
2
0 0.6 0.3 0.1
0.3 0.4
2 0.4 0.1 0.5
P= 10.3
If it is known that the process starts in state Xo = 1, determine the probability
Pr{Xo = 1, X₁ = 0, X₂=2}.

3.1.3 0.03.

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