3.4.12 A Markov chain Xo. X1, X2,... has the transition probability matrix 0 1 2 0 0.3 0.2 0.5 P 1 0.5 0.1 0.4 2001 and is known to start in state Xo = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1? Hint: Let T= min{n > 0; X = 2), and let Z Pr{XT-1 1X0=i) for i=0,1. Establish and solve the first step equations Zo= 0.320 +0.221, Z1=0.4+0.50 +0.1z1.

3.4.12 A Markov chain Xo. X1, X2,... has the transition probability matrix 0 1 2 0 0.3 0.2 0.5 P 1 0.5 0.1 0.4 2001 and is known to start in state Xo = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1? Hint: Let T= min{n > 0; X = 2), and let Z Pr{XT-1 1X0=i) for i=0,1. Establish and solve the first step equations Zo= 0.320 +0.221, Z1=0.4+0.50 +0.1z1.

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter3: Matrices

Section3.7: Applications

Problem 12EQ: 12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction...

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