Question: Please answer the following question by your own work, note that the answers from other sources are not correct, thank you Problem 1. A fair

Please answer the following question by your own work, note that the answers from other sources are not correct, thank you

Please answer the following question by your own work, note that the

Problem 1. A fair dice with numbers 1 through 6 is thrown infinitely often, with the outcome of each throw independent of all the other throws. For nc N, set X := je {1, ...,6} for j the maximum of the numbers that appeared on the first n throws of the dice. Set Xo :=1. (a) (10p) Show that (X, )" is a Markov chain on E = {1,...,6} and determine its transition matrix. (b) (10p) Determine the absorption probability in state 6 for every r E E

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