Suppose that X 0 , X 1 , X 2 , ... form a Markov chain on the state space {1, 2}. Assume that P(X 0 = 1) = P(X 0 = 2) = 1/2 and that the matrix of transition probabilities for the chain has the...


Suppose that X0, X1, X2, ... form a Markov chain on the state space {1, 2}. Assume that P(X0
= 1) = P(X0
= 2) = 1/2 and that the matrix of transition probabilities for the chain has the following entries: Q11
= 1/2, Q12
= 1/2, Q21
= 1/3, Q22
= 2/3.
(a) Find P(X2 = 1).
(b) Find the conditional probability P(X2 = 1|X1 = 1).
(c) Find the conditional probability P(X1 = 1|X2 = 1).
(d) Find limn→∞
P(Xn = 1).



Jun 03, 2022
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