The following is the transition probability matrix of a Markov chain with states 1, 2, 3,...

The following is the transition probability matrix of a Markov chain with states 1, 2, 3, 4 P

	0	1	2	3
0	.4	.3	.2	.1
1	.2	.2	.2	.4
2	.25	.25	.5	0
3	.2	.1	.4	.3

If Xnot = 1
(a) find the probability that state 3 is entered before state 4;

(b) find the mean number of transitions until either state 3 or state 4 is entered.

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Expert Solution

orchestra answered 11 months ago

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