Question: 1.13. A Markov chain has the transition probability matrix After a long period of time, you observe the chain and see that it is in

1.13. A Markov chain has the transition probability matrix

0 1 2 0 || 0.4 0.4 0.2|| P=1 P 1 0.6

After a long period of time, you observe the chain and see that it is in state 1. What is the conditional probability that the previous state was state 2? That is, find

0.2 0.2 20.4 0.2 0.4||

0 1 2 0 || 0.4 0.4 0.2|| P=1 P 1 0.6 0.2 0.2 20.4 0.2 0.4||

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