A Markov chain has the transition probability matrix [0.3 0.2 0.5 0.5 0.1 0.4 0.5 0.2 0.3 What is Pr (X2 = 1, X3 = 2|Xo = 3)?

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
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A Markov chain has the transition probability matrix
[0.3 0.2 0.5
0.5 0.1 0.4
0.5 0.2 0.3
What is Pr (X2 = 1, X3 = 2|Xo = 3)?
Transcribed Image Text:A Markov chain has the transition probability matrix [0.3 0.2 0.5 0.5 0.1 0.4 0.5 0.2 0.3 What is Pr (X2 = 1, X3 = 2|Xo = 3)?
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