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Consider a (discrete-time) Markov chain {Xn} on the state space S = {1,2,3,4} with transition probabilities given by

( pij ) =

1/2 1/4 1/4 0

1/3 0 2/3 0

1/2 1/2 0 0

1/2 1/2 0 0

Suppose P(X0 = 4) = 1. Compute P(X2 = 3).

Explain your reasoning.

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
  • Reference No.:- M91117379

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