Describe different features of a transition probability matrix ... | Filo

the transition probability matrix of a markov chain xn n 1 2 3 having three 01 05 04 states 1 2 and 3 is p 06 02 02 and the initial state distribution is 03 04 03 po 07 02 01 find i pxz 3 ii 05705

the following is the transition probability matrix of a markov chain with states 1 2 3 4 p 4 3 2 1 2 2 2 4 25 25 5 0 2 1 3 4 if x0 1 a find the probability that state 3 is entered before sta 05002

Let P^(1) and P^(2) denote transition probability matrices for ergodic Markov chains having the same state space. Let π^1 and π^2 denote the stationary (limiting) probability vectors for the two chains. Consider a process defined as follows: (i) X0=1. A coin is then flipped and if it comes up heads, then the remaining states X1, …are obtained from the transition probability matrix P^(1) and if tails from the matrix P^(2). Is {Xn, n ⩾0} a Markov chain? If p=P{ coin comes up heads }, what is limn

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