Consider a Markov chain {X, : n = 0, 1, - .-} on the state space S = {1,2,3,4} with the following transition matrix: 1/3 2/3 1/2 1/2 P = 1/4 3/4 1/4 1/4 1/2 Find Pr(X7 = 2|X1 = 3). %3D Determine the class(es) of the above Markov chain. Specify which state is recurrent and which state is transient. Justify your results.

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Consider a Markov chain {X, : n = 0, 1, - .-} on the state space S = {1,2,3,4}
with the following transition matrix:
1/3 2/3
1/2 1/2
P =
1/4 3/4
1/4 1/4 1/2
Find Pr(X7 = 2|X1 = 3).
%3D
Determine the class(es) of the above Markov chain. Specify which state is recurrent and
which state is transient. Justify your results.
Transcribed Image Text:Consider a Markov chain {X, : n = 0, 1, - .-} on the state space S = {1,2,3,4} with the following transition matrix: 1/3 2/3 1/2 1/2 P = 1/4 3/4 1/4 1/4 1/2 Find Pr(X7 = 2|X1 = 3). %3D Determine the class(es) of the above Markov chain. Specify which state is recurrent and which state is transient. Justify your results.
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