Question: Let {X, n = 0, 1, 2, ...} be a two-state Markov chain with state space S = (0, 1) and one-step transition probabilities

Let {X, n = 0, 1, 2, ...} be a two-state Markov

Let {X, n = 0, 1, 2, ...} be a two-state Markov chain with state space S = (0, 1) and one-step transition probabilities P(0,0) = 1 - p, P(1, 1) = 1 - q. Assume that 0 < p, q < 1. [3 marks] (a) Find the probability P{X X2|Xo = 0}. [2 marks] (b) Given that Xo = 1, find the probability of the event that there is exactly one zero among X1, X2, X3.

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a PX1 X2x0 0 1 PX1 X2x0 0 1 PX1 0 X2 0x0 0 1 1p2 2p p2 b Given that Xo 1 Px1 x2 x3 0 q3 Px1 0 x2 x3 ... View full answer

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