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k01 2 3 P{§ = k} | 0.2 | 0.4 | 0.3| 0.1 At step n, the state of the process is Xn = max {{₁,..., {n}.

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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Question

Determine the probability transition matrix ∥Pij∥ for the following Markov chains. Please
provide the solutions step by step and provide a short explanation for each step.

Let the discrete random variables ξ1, ξ2, . . . be independent and with the
common probability mass function

k
0
1
2 3
P{k} 0.2 0.4 0.3 0.1
At step n, the state of the process is Xn = max {§₁, ..., {n}.

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