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].
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].
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
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].](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ffe4f043a-40ec-446c-a7ff-f52648c59722%2F5aeceece-f1e2-42d3-9ed3-9ccc029892e9%2F0oqfnyq_processed.png&w=3840&q=75)
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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