Let Xn be a Markov chain with states 0,1,...,9 and transition probabilities P0,0 = P0,1 =...

Let Xn be a Markov chain with states 0,1,...,9 and transition probabilities P0,0 = P0,1 = P9,8 = P9,9 = 1/2 an Pi,i = Pi,i+1 = Pi,i−1 = 1/3 for all 1 ≤ i ≤ 8.

(a) Draw the transition diagram.

(b) What is the probability that X1,X2,X3,X4 are all smaller than 3 given that X0 = 1?

Hint: Create a simpler Markov chain with 4 states.

Expert Solution

orchestra answered 2 years ago

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

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