A path of length k in a Markov chain {X,,n= 0,1,...} is a sequence of states visited from step n to step n+k. Let pij be the transition probability from state i to state j. Show that starting from state i,, the probability that the chain follows a particular path i, - in - innz -... - it is given by %3D n+1 n+2 = Pda Piatar (": = "x | **! = **X…* = *"x = "X)d ...
A path of length k in a Markov chain {X,,n= 0,1,...} is a sequence of states visited from step n to step n+k. Let pij be the transition probability from state i to state j. Show that starting from state i,, the probability that the chain follows a particular path i, - in - innz -... - it is given by %3D n+1 n+2 = Pda Piatar (": = "x | **! = **X…* = *"x = "X)d ...
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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![A path of length k in a Markov chain {X,,n= 0,1,...} is a sequence of states
visited from step n to step n+k. Let pij be the transition probability from
state i to state j. Show that starting from state i,, the probability that the chain
follows a particular path i, - i„.1 - in2 - ... - i,t is given by
%3D
"x*\":= "X)d
= i2.,Xpsk = inrk | X, = i,)
n+1
n+l>
n+2
n+k
= P Pu.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F23753683-1e45-4b5d-8c1c-d9c4b6839a87%2Ffe3193f0-cd49-4794-88bc-18fdd04bc107%2Ffrnhsk_processed.png&w=3840&q=75)
Transcribed Image Text:A path of length k in a Markov chain {X,,n= 0,1,...} is a sequence of states
visited from step n to step n+k. Let pij be the transition probability from
state i to state j. Show that starting from state i,, the probability that the chain
follows a particular path i, - i„.1 - in2 - ... - i,t is given by
%3D
"x*\":= "X)d
= i2.,Xpsk = inrk | X, = i,)
n+1
n+l>
n+2
n+k
= P Pu.
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