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Given that the system starts at time 0 in state Xo = 1, what is the probability that X₁ = 3 and X₂ = 2?

Given that the system starts at time 0 in state Xo = 1, what is the probability that X₁ = 3 and X₂ = 2?

Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 2EQ
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QUESTION 2 Given that the system starts at time 0 in state Xo = 1, what is the probability that X₁ = 3 and X2 = 2?
Transcribed Image Text:QUESTION 2 Given that the system starts at time 0 in state Xo = 1, what is the probability that X₁ = 3 and X2 = 2?
We are given a time invariant Markov chain with states 1, 2, 3 and state transition probability matrix: 0.25 0.25 0.5 0.4 0.6 0.8 0.2 P= 0 0
Transcribed Image Text:We are given a time invariant Markov chain with states 1, 2, 3 and state transition probability matrix: 0.25 0.25 0.5 0.4 0.6 0.8 0.2 P= 0 0
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