Xn is a Markov Chain with state-space E = {0, 1, 2}, and transition matrix 0.4...

X_n is a Markov Chain with state-space E = {0, 1, 2}, and transition matrix

0.4 0.2 0.4

P = 0.6 0.3 0.1

0.5 0.3 0.2

And initial probability vector a = [0.2, 0.3, 0.5]

For the Markov Chain with state-space, initial vector, and transition matrix discuss how we would calculate the follow; explain in words how to calculate the question below.

a) P(X₁ = 0, X₂ = 0, X₃ = 1, X₄ = 2|X₀ = 2)

b) P(X₂ = 2, X₄ = 0, X₅ = 1

Expert Solution

orchestra answered 1 year ago

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