A Markov chain has the transition matrix shown below: 0.7 0.1 0.2 P = 0.7 0.3 (Note: For questions 1, 3, and 5, express your answers as decimal fractions rounded to 4 decimal places (if they have more than 4 decimal places).) (1) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the next observation? (2) If, on the first observation the system is in state 1, what state is the system most likely to occupy on the next observation? (If there is more than one such state, which is the first one.) (3) If, on the first observation, the system is in state 1, what is the probability that the system is in state 1 on the third observation? (4) If, on the first observation the system is in state 1, what state is the system most likely to occupy on the third observation? (If there is more than one such state, which is the first one.) (5) If, on the first observation, the system is in state 2, what is the probability that on the next four observations it successively occupies states 3, 1, 2, and 1 (in that order)?

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 49E: Consider the Markov chain whose matrix of transition probabilities P is given in Example 7b. Show...
icon
Related questions
Question
A Markov chain has the transition matrix shown below:
0.7 0.1
0.2
P =
0.7
0.3
(Note: For questions 1, 3, and 5, express your answers as decimal fractions rounded to 4 decimal places (if they have more than 4 decimal places).)
(1) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the next observation?
(2) If, on the first observation the system is in state 1, what state is the system most likely to occupy on the next observation? (If there is more than one such state, which is the first one.)
(3) If, on the first observation, the system is in state 1, what is the probability that the system is in state 1 on the third observation?
(4) If, on the first observation the system is in state 1, what state is the system most likely to occupy on the third observation? (If there is more than one such state, which is the first one.)
(5) If, on the first observation, the system is in state 2, what is the probability that on the next four observations it successively occupies states 3, 1, 2, and 1 (in that order)?
Transcribed Image Text:A Markov chain has the transition matrix shown below: 0.7 0.1 0.2 P = 0.7 0.3 (Note: For questions 1, 3, and 5, express your answers as decimal fractions rounded to 4 decimal places (if they have more than 4 decimal places).) (1) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the next observation? (2) If, on the first observation the system is in state 1, what state is the system most likely to occupy on the next observation? (If there is more than one such state, which is the first one.) (3) If, on the first observation, the system is in state 1, what is the probability that the system is in state 1 on the third observation? (4) If, on the first observation the system is in state 1, what state is the system most likely to occupy on the third observation? (If there is more than one such state, which is the first one.) (5) If, on the first observation, the system is in state 2, what is the probability that on the next four observations it successively occupies states 3, 1, 2, and 1 (in that order)?
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 4 steps with 3 images

Blurred answer