A Markov chain has one-step transition probability matrix 0 1 2 0 0.4 0.6 0.4 1...
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A Markov chain has one-step transition probability matrix 0 1 2 0 0.4 0.6 0.4 1 2 0.4 0.2 0.2 0.2 0.2 0.4 1. What is Pr(X2 = 2, X = 1 | X0 = 0)? (1 significant digit) II. After a long time, you see that the chain is in state 1. What is the conditional probability that the previous state was state 2? (3 significant digits) In other words, find lim Pr(Xn-1 = 2 | Xn = 1). A Markov chain has one-step transition probability matrix 0 1 2 0 0.4 0.6 0.4 1 2 0.4 0.2 0.2 0.2 0.2 0.4 1. What is Pr(X2 = 2, X = 1 | X0 = 0)? (1 significant digit) II. After a long time, you see that the chain is in state 1. What is the conditional probability that the previous state was state 2? (3 significant digits) In other words, find lim Pr(Xn-1 = 2 | Xn = 1).
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