Given the transition matrix
To determine: The first state transition matrix,
Answer to Problem 1RE
The first state transition matrix is given by
The second state transition matrix is given by
Explanation of Solution
:
Consider the given information,
Here,
The first state transition matrix is given by
Thus,
Hence, the first state transition matrix is given by
The first entry in the first row represents the probability of being in state
The second state transition matrix is given by
Hence, the second state transition matrix is
The first entry in the first row represents the probability of being in state
Therefore, the first state transition matrix is given by
The second state transition matrix is given by
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