View the step-by-step solution to: {Xn, n > 0 } is a Markov Chain, such that Xn is an element of {1,

This question was answered on Dec 17, 2010. View the Answer
{Xn, n > 0 } is a Markov Chain, such that Xn is an element of {1, 2},

P[Xn+1 = 2 | Xn = 1] = a, which is a probability between (0,1)
P[Xn+1 = 1 | Xn = 2] = b, which is a probability between (0,1)

P[X5 = 1 | X1 = 1] = ?
Sign up to view the entire interaction

Top Answer

Dear Student, Please find... View the full answer


Given that,
P(Xn+1=2|Xn=1)=a ; i.e. P(Xn+1=1|Xn=1)=1-a
P(Xn+1=1|Xn=2)=b ; i.e. P(Xn+1=2|Xn=2)=1-b
The transition matrix is
where pxy=P(X1=y|X0=x)
The required probability is the (1,1) th element...

Recently Asked Questions

Why Join Course Hero?

Course Hero has all the homework and study help you need to succeed! We’ve got course-specific notes, study guides, and practice tests along with expert tutors and customizable flashcards—available anywhere, anytime.


Educational Resources
  • -

    Study Documents

    Find the best study resources around, tagged to your specific courses. Share your own to gain free Course Hero access or to earn money with our Marketplace.

    Browse Documents
  • 890,990,898

    Question & Answers

    Get one-on-one homework help from our expert tutors—available online 24/7. Ask your own questions or browse existing Q&A threads. Satisfaction guaranteed!

    Ask a Question
  • 890,990,898


    Browse existing sets or create your own using our digital flashcard system. A simple yet effective studying tool to help you earn the grade that you want!

    Browse Flashcards