Consider a Markov chain with the state space {0,1} and transition matrix P= 1/3 2/3 3/4 1/4 Assuming that the chain starts in state 0 at time n=0, what is the probability that it is in state 1 at time n=3?
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Step 1
At time n=2, if the chain is in state 0, it can either stay in state 0 with probability 1/3 or move to state 1 with probability 2/3. If the chain is in state 1, it can either move to state 0 with probability 3/4 or stay in state 1 with probability 1/4. At time Show more…
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