Question: I need a help on this problem Problem 6.3 (10 points) Consider a Markov chain (Xn)n=0,1,2,... with state space S = {1,2,3} and transition probability

I need a help on this problem

I need a help on this problem Problem 6.3 (10 points) Consider

Problem 6.3 (10 points) Consider a Markov chain (Xn)n=0,1,2,... with state space S = {1,2,3} and transition probability matrix 3/10 2/10 5/10 P= 1/10 7/10 2/10 2/10 4/10 4/10 The initial distribution is given by aT = (1 /4, 1 /2, 1/4). Compute (a) IP[X2 = k] for all k = 1, 2, 3; (b) 1E[X2]- Does the distribution of X2 computed in (a) depend on the initial distribution a? Does the expected value of X2 computed in (b) depend on the initial distribution a? Give a reason for both of your answers

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