60. The following is the transition probability matrix of a Markov chain with states 1, 2, 3, 4 P = .4 .2 .25 .2 .3 .2 .1 .2 .2 .4 25 5 0 .1 .4 .3 If Xo = 1 (a) find the probability that state 3 is entered before state 4; (b) find the mean number of transitions until either state 3 or state 4 is entered.
60. The following is the transition probability matrix of a Markov chain with states 1, 2, 3, 4 P = .4 .2 .25 .2 .3 .2 .1 .2 .2 .4 25 5 0 .1 .4 .3 If Xo = 1 (a) find the probability that state 3 is entered before state 4; (b) find the mean number of transitions until either state 3 or state 4 is entered.
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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Transcribed Image Text:60. The following is the transition probability matrix of a Markov chain with states
1, 2, 3, 4
P=
.4
.2
.25
.2
.3 .2 .1
.2 .2 .4
25 50
.1 .4 .3
If Xo = 1
(a) find the probability that state 3 is entered before state 4;
(b) find the mean number of transitions until either state 3 or state 4 is entered.
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