Suppose Xn, n = 0, 1, . . . is a two-state Markov chain with states Sx = {0, 1}, whose transition probability matrix is 0.1 0.9 0.95 0.05 Px = Then, Zn = (Xn-1, Xn), n = 1, 2,... is a four-state Markov chain with states Sz = {00, 01, 10, 11}. That is, Zn = ij iff Xn-1 = i and X₂ = j. Determine its transition probability matrix. Pz =

MATLAB: An Introduction with Applications
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Suppose Xn, n = 0, 1, ... is a two-state Markov chain with states Sx = {0, 1}, whose transition probability matrix is
0.1
0.9
0.95 0.05
Then, Zn = (Xn-1, Xn), n = = 1,2,.
That is, Zn
i j iff Xn-1
i and Xn
Pz=
=
=
Px
=
is a four-state Markov chain with states Sz = {00, 01, 10, 11}.
=
j. Determine its transition probability matrix.
Transcribed Image Text:Suppose Xn, n = 0, 1, ... is a two-state Markov chain with states Sx = {0, 1}, whose transition probability matrix is 0.1 0.9 0.95 0.05 Then, Zn = (Xn-1, Xn), n = = 1,2,. That is, Zn i j iff Xn-1 i and Xn Pz= = = Px = is a four-state Markov chain with states Sz = {00, 01, 10, 11}. = j. Determine its transition probability matrix.
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