After a long period of time, you observe the chain and see that it is in state 1. What is the conditional probability that the previous state was state 2? That is, find lim Pr{X,-, = 2|x, = 1}.

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
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Chapter4: Vector Spaces
Section4.7: Cooridinates And Change Of Basis
Problem 58E
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A Markov chain has the transition probability matrix
0 1
0 || 0.4 0.4 0.2||
P = 1 ||0.6 0.2 0.2|
2 ll0.4 0.2 0.4|
2. Examples
215
After a long period of time, you observe the chain and see that it is in
state 1. What is the conditional probability that the previous state was state
2? That is, find
lim Pr{X,-, = 2X, = 1}.
2.
Transcribed Image Text:A Markov chain has the transition probability matrix 0 1 0 || 0.4 0.4 0.2|| P = 1 ||0.6 0.2 0.2| 2 ll0.4 0.2 0.4| 2. Examples 215 After a long period of time, you observe the chain and see that it is in state 1. What is the conditional probability that the previous state was state 2? That is, find lim Pr{X,-, = 2X, = 1}. 2.
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