The transition matrix of a Markov chain is .3 .6 .1 P=.4 .6 .2 .2 .6 On the first observation the Markov chain is in state 2. What is the probability that on both of the following two observations it will be in state 1?

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 3EQ: In Exercises 1-4, let P=[0.50.30.50.7] be the transition matrix for a Markov chain with two states....
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The transition matrix of a Markov chain is
.3 .6 .1
P=.4 .6 0
.2 .2 .6
On the first observation the Markov chain is in state 2. What is the probability that on both of the
following two observations it will be in state 1?
O.36
O.06
.18
None of the others are correct
.14
O.12
Transcribed Image Text:The transition matrix of a Markov chain is .3 .6 .1 P=.4 .6 0 .2 .2 .6 On the first observation the Markov chain is in state 2. What is the probability that on both of the following two observations it will be in state 1? O.36 O.06 .18 None of the others are correct .14 O.12
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