An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known:p3,2=0.35, p3, 3=0.25, p3,5=0.4 p4,1=0.35, p4,3=0.4, p4,4=0.25 p5,1=0.3, p5,2=0.2, p5,4=0.3, p5,5 = 0.2(a) Let T denote
An absorbing Markov Chain has 5 states where states #1 and #2 are absorbing states and the following transition probabilities are known:p3,2=0.35, p3, 3=0.25, p3,5=0.4
p4,1=0.35, p4,3=0.4, p4,4=0.25
p5,1=0.3, p5,2=0.2, p5,4=0.3, p5,5 = 0.2(a) Let T denote the transition matrix. Compute T3. Find the probability that if you start in state #3 you will be in state #5 after 3 steps.
(b) Compute the matrix N = (I - Q)-1. Find the
steps
(c) Compute the matrix B = NR. Determine the probability that you eventually wind up in state #1 if you start in state #4.
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