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3.4.12 A Markov chain Xo. X1, X2,... has the transition probability matrix 0 1 2 0 0.3 0.2 0.5 P 1 0.5 0.1 0.4 2001 and is known to start in state Xo = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1? Hint: Let T= min{n > 0; X = 2), and let Z Pr{XT-1 1X0=i) for i=0,1. Establish and solve the first step equations Zo= 0.320 +0.221, Z1=0.4+0.50 +0.1z1.

3.4.12 A Markov chain Xo. X1, X2,... has the transition probability matrix 0 1 2 0 0.3 0.2 0.5 P 1 0.5 0.1 0.4 2001 and is known to start in state Xo = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1? Hint: Let T= min{n > 0; X = 2), and let Z Pr{XT-1 1X0=i) for i=0,1. Establish and solve the first step equations Zo= 0.320 +0.221, Z1=0.4+0.50 +0.1z1.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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3.4.12 A Markov chain Xo, X1, X2,... has the transition probability matrix 0 1 2 0 0.3 0.2 0.5 P 1 0.5 0.1 0.4 200 1 and is known to start in state Xo = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1? Hint: Let T= min{n > 0; X = 2), and let Zi Pr{XT-1=1X0=i) for i=0, 1. Establish and solve the first step equations Zo= 0.3z0 +0.221, Zi 0.4+0.50 +0.1z1.
Transcribed Image Text:3.4.12 A Markov chain Xo, X1, X2,... has the transition probability matrix 0 1 2 0 0.3 0.2 0.5 P 1 0.5 0.1 0.4 200 1 and is known to start in state Xo = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1? Hint: Let T= min{n > 0; X = 2), and let Zi Pr{XT-1=1X0=i) for i=0, 1. Establish and solve the first step equations Zo= 0.3z0 +0.221, Zi 0.4+0.50 +0.1z1.
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