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Unformatted text preview: (a) ( ) 1 3 2 5 x x = ? (b) ( ) x x 2 5 1 3 = ? (c) ? 5 3 4 7 2 1 8 3 2 = x 2 3. A stationary discretetime Markov chain has 3 states, and the following transition probability matrix P from one step in time to the next (i.e, from time 0 to time 1) . = 4 . 6 . 9 . 1 . 5 . 3 . 2 . P (a) Sketch the state transition diagram for the Markov chain. (b) What is the transition probability matrix from time 0 to time 2 ? (c) What is the transition probability matrix from time 0 to time 4 ?...
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 Winter '08
 Dolinskaya

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