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Elementary Linear Algebra (MindTap Course List)

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter4: Vector Spaces

Section4.7: Cooridinates And Change Of Basis

Problem 58E

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Consider a sequece of iid random variables {§n, n= 0, 1, 2,...} with mass probabilities
P(§n = 0) = 0.1, P(§n = 1) = 0.5, and P(§n = 2) = 0.4.
Define a Markov chain (X₂)n≥o on the state space S = {0, 1, 2} using the rule Xn = |Xn−1 − Én |•
Write the transition matrix for this Markov chain:
P =
=

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The transition matrix of a Markov chain is |3 .6 1]

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