Question: Suppose that a Markov chain has four states 1, 2, 3, 4 and stationary transition probabilities as specified by the following transition matrix: a. If

Suppose that a Markov chain has four states 1, 2, 3, 4 and stationary transition probabilities as specified by the following transition matrix:

a. If the chain is in state 3 at a given time n, what is the probability that it will be in state 2 at time n + 2?
b. If the chain is in state 1 at a given time n, what is the probability that it will be in state 3 at time n + 3?

1 234 1 1/4 1/4 0 1/2 2 0 1 0 0 3 1/2 0 1/2 0 4 1/4 1/4 1/4 1/4 1 2 34

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