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  3. the following is the transition probability matrix

The following is the transition probability matrix of a Markov chain with states 1, 2, 3,...

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Statistics

The following is the transition probability matrix of a Markovchain with states 1, 2, 3, 4 P

0123
0.4.3.2.1
1.2.2.2.4
2.25.25.50
3.2.1.4.3


If Xnot = 1
(a) find the probability that state 3 is entered before state4;


(b) find the mean number of transitions until either state 3 orstate 4 is entered.

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