Question: 3.1.4 The random variables 1; 2; : : : are independent and with the common probability mass function Set X0 D 0, and let Xn

3.1.4 The random variables 1; 2; : : : are independent and with the common probability mass function

k = 0 1 2 3 Pr{k} = 0.1 0.3 0.2 0.4

Set X0 D 0, and let Xn D maxf1; : : : ; ng be the largest observed to date. Determine the transition probability matrix for the Markov chain fXng.

k = 0 1 2 3 Pr{k} = 0.1 0.3 0.2 0.4

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