- Question 9 A Markov Chain Xo X With State Space 0 1 2 Has The Fol Lowing Transition Probability Matrix P 1 (87.35 KiB) Viewed 31 times
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Question 9: A Markov chain Xo, X₁, ... with state space {0, 1, 2} has the fol- lowing transition probability matrix: P = 0.7 0.2 0.1 0 0.6 0.4 0.5 0 0.5 = 0 Determine the following probabilities: The Markov chain starts at Xo 1. P(X₂ = 1, X3 = 1|X₁ = 0) 2. P(X3 = 2|X₁ = 1) With the assistance of computer software, compute the n-step transition matrix for very large n values. What does these transition matrix look like? Interpret your experiment finding, i.e. when n is large, what information stops being relevant? Which state will X1000 most likely be on?