aving the four states (0, 0), (0, 1), (1, natrix.

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4. Suppose Xn is a two-state Markov chain whose transition probability matrix P is
0
1
0
Q
1-a
1 1-8
B
Then, Zn (Xn-1, Xn) is a Markov chain having the four states (0, 0), (0, 1), (1,0),
and (1,1). Determine the transition probability matrix.
Transcribed Image Text:4. Suppose Xn is a two-state Markov chain whose transition probability matrix P is 0 1 0 Q 1-a 1 1-8 B Then, Zn (Xn-1, Xn) is a Markov chain having the four states (0, 0), (0, 1), (1,0), and (1,1). Determine the transition probability matrix.
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