A Markov chain has the transition matrix shown below: 0.8 0.2 P = 0.3 0.7] (Note: For questions 1, 2, and 4, express your answers as decimal fractions rounded to 4 decimal places (if they have more than 4 decimal places).) (1) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the second observation? ... ... ... (2) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the third observation? ... (3) If, on the first observation, the system is in state 2, what state is the system most likely to occupy on the third observation? (If there is more than one such state, which is the first one.) ... ...

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 18EQ
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A Markov chain has the transition matrix shown
below:
0.8 0.2
P =
0.3
0.7
(Note: For questions 1, 2, and 4, express your
answers as decimal fractions rounded to 4
decimal places (if they have more than 4
decimal places).)
(1) If, on the first observation the system is in
state 1, what is the probability that it is in state
1 on the second observation?
(2) If, on the first observation the system is in
state 1, what is the probability that it is in state
1 on the third observation?
(3) If, on the first observation, the system is in
state 2, what state is the system most likely to
occupy on the third observation? (If there is
more than one such state, which is the first
one.)
...
Transcribed Image Text:A Markov chain has the transition matrix shown below: 0.8 0.2 P = 0.3 0.7 (Note: For questions 1, 2, and 4, express your answers as decimal fractions rounded to 4 decimal places (if they have more than 4 decimal places).) (1) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the second observation? (2) If, on the first observation the system is in state 1, what is the probability that it is in state 1 on the third observation? (3) If, on the first observation, the system is in state 2, what state is the system most likely to occupy on the third observation? (If there is more than one such state, which is the first one.) ...
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