2. Consider the stochastic process {Xn|n ≥ 0}given by X0 = 1, Xn+1 = I{Xn =...

2. Consider the stochastic process {Xn|n ≥ 0}given by X0 = 1, Xn+1 = I{Xn = 1}Un+1 + I{Xn 6= 1}Vn+1, n ≥ 0, where {(Un, Vn)|n ≥ 1} is an i.i.d. sequence of random variables such that Un is independent of Vn for each n ≥ 1 and U1−1 is Bernoulli(p) and V1−1 is Bernoulli(q) random variables. Show that {Xn|n ≥ 1} is a Markov chain and find its transition matrix. Also find P{Xn = 2}.

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orchestra answered 1 year ago

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