Four white and four black balls are distributed in two urns in such a way that each contains four balls. We say that the system is in state i,i = 0,1,2,3,4 , if the first urn contains i white balls. At each step, we draw one ball from each urn and place the ball drawn from the first urn into the second, and conversely with the ball from the second urn. Let Xn denote the state of the system after the nth step. Explain why {Xn, n = 1, 2, 3, . . .} is a Markov chain and calculate its

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Four white and four black balls are distributed in two urns in such a way that each contains four balls. We say that the system is in state i,i = 0,1,2,3,4 , if the first urn contains i white balls. At each step, we draw one ball from each urn and place the ball drawn from the first urn into the second, and conversely with the ball from the second urn. Let Xn denote the state of the system after the nth step. Explain why {Xn, n = 1, 2, 3, . . .} is a Markov chain and calculate its transition matrix.

1. Four white and four black balls are distributed in two urns in such a
way that each contains four balls. We say that the system is in state
i, i = 0, 1, 2, 3, 4 , if the first urn contains i white balls. At each step,
we draw one ball from each urn and place the ball drawn from the
first urn into the second, and conversely with the ball from the second
urn. Let X, denote the state of the system after the nth step. Explain
why {Xn,n = 1, 2, 3, . . } is a Markov chain and calculate its transition
matrix.
Transcribed Image Text:1. Four white and four black balls are distributed in two urns in such a way that each contains four balls. We say that the system is in state i, i = 0, 1, 2, 3, 4 , if the first urn contains i white balls. At each step, we draw one ball from each urn and place the ball drawn from the first urn into the second, and conversely with the ball from the second urn. Let X, denote the state of the system after the nth step. Explain why {Xn,n = 1, 2, 3, . . } is a Markov chain and calculate its transition matrix.
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