In each step someone randomly selects precisely one number from sequence {1; 2; 3; 4}. The chosen number can be selected again in any of the subsequent steps. The current state of the Markov chain is the minimum of all the numbers selected up to and including the current step. 1. Write the initial distribution and the transition probability matrix for the Markov chain; 2. Draw the graph of the Markov chain; 3. Calculate the probability that after 2 steps the system will be in a state with a number greater than 2.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 12EQ: 12. Robots have been programmed to traverse the maze shown in Figure 3.28 and at each junction...
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In each step someone randomly selects precisely one number from
sequence {1; 2; 3; 4}. The chosen number can be selected again in any of
the subsequent steps. The current state of the Markov chain is the minimum
of all the numbers selected up to and including the current step.
1. Write the initial distribution and the transition probability matrix for the
Markov chain;
2. Draw the graph of the Markov chain;
3. Calculate the probability that after 2 steps the system will be in a state
with a number greater than 2.
Transcribed Image Text:In each step someone randomly selects precisely one number from sequence {1; 2; 3; 4}. The chosen number can be selected again in any of the subsequent steps. The current state of the Markov chain is the minimum of all the numbers selected up to and including the current step. 1. Write the initial distribution and the transition probability matrix for the Markov chain; 2. Draw the graph of the Markov chain; 3. Calculate the probability that after 2 steps the system will be in a state with a number greater than 2.
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