Let Z, represent the outcome during the nth roll of a fair dice. Define the Markov chain X, to be the maximum outcome obtained so far after the nth roll, i.e., X, = max{Zı, Z2,..., Zn}. What is the transition probability p22 of the Markov chain {Xn}?

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Let Zm represent the outcome during the nth roll of a fair dice. Define the Markov chain X, to be
the maximum outcome obtained so far after the nth roll, i.e., X,
= max {Z1, Z2,..., Zn}. What
is the transition probability p22 of the Markov chain {Xn}?
Transcribed Image Text:Let Zm represent the outcome during the nth roll of a fair dice. Define the Markov chain X, to be the maximum outcome obtained so far after the nth roll, i.e., X, = max {Z1, Z2,..., Zn}. What is the transition probability p22 of the Markov chain {Xn}?
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