Let Xn be the Markov chain with states S = {1, 2, 3, 4} and transition...

Let Xn be the Markov chain with states S = {1, 2, 3, 4} and transition matrix.

1/3	2/3	0	0
2/3	0	1/3	0
1/3	1/3	0	1/3
0	1/3	2/3	0

a.) Let X0 = 3 and let T3 be the first time that the Markov chain returns 3, compute P(T3 = 2 given X0=3). Please show all work and all steps.

b.) Find the stationary distribution π. Please show all work and all steps.

Expert Solution

Colby Messinger answered 11 months ago

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