Question: Given that the stochastic process Xn can be modeled as a discrete-time Markov chain with state space E= {1, 2, 3}, initial probability vector

Given that the stochastic process Xn can be modeled as a discrete-time

Given that the stochastic process Xn can be modeled as a discrete-time Markov chain with state space E= {1, 2, 3}, initial probability vector a= {3,4, 3}, and transition matrix: %3D 2 4 4 P =.6 .1 .3 .3 3 4 |find the limiting probabilities, a= (x1, 12, 13)

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we have to find lmiting probabiities T TT TT2 TI3 012 04 04 we have P 03 03 O 4 O3 we have to ... View full answer

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