In: Statistics and Probability
Find the stationary distribution of this chain
Suppose that the probability it rains today is 0.3 if neither of the last two days was rainy, but 0.6 if at least one of the last two days was rainy. Let the weather on day n, Wn, be R for rain, or S for sun. Wn is not a Markov chain, but the weather for the last two days Xn = (Wn−1 , Wn ) is a Markov chain with four states {RR, RS, SR, SS}.