4. Simple Markov Chain Let X0, X1, X2,... be a Markov chain with state space S = {1, 2, 3}, transition matrix 0.1 0.1 0.8 P = 0.2 0.4 0.4 0.3 0.7 0 and initial distribution aT = (0.1, 0.6, 0.3). Compute (a) P[X7 = 1|X6 = 3], (b) P[X9 = 3|X₁ = 1, X5 = 2, X7 = = 1], (c) P[X0 = 2|X₁ = 3], (d) E[X2].

Linear Algebra: A Modern Introduction
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Chapter3: Matrices
Section3.7: Applications
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solve part c 

4.
Simple Markov Chain
Let X0, X1, X2,... be a Markov chain with state space S
=
{1, 2, 3}, transition matrix
0.1 0.1 0.8
P =
0.2 0.4 0.4
0.3 0.7 0
and initial distribution aT
=
(0.1, 0.6, 0.3). Compute
(a) P[X7 = 1|X6 = 3],
(b) P[X9 = 3|X₁ = 1, X5 = 2, X7 =
= 1],
(c) P[X0 = 2|X₁ = 3],
(d) E[X2].
Transcribed Image Text:4. Simple Markov Chain Let X0, X1, X2,... be a Markov chain with state space S = {1, 2, 3}, transition matrix 0.1 0.1 0.8 P = 0.2 0.4 0.4 0.3 0.7 0 and initial distribution aT = (0.1, 0.6, 0.3). Compute (a) P[X7 = 1|X6 = 3], (b) P[X9 = 3|X₁ = 1, X5 = 2, X7 = = 1], (c) P[X0 = 2|X₁ = 3], (d) E[X2].
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