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Math Help - Markov chain

  1. #1
    Junior Member
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    Markov chain

    Let {Xt}t0 be a Markov chain with state space S={0,1,2} and transition matrix

    For some value 0<θ<1
    (a) Find the conditional pmf of T{0,2} given X0=1.
    (b) Calculate E1(Xt) and briefly discuss your result
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  2. #2
    Junior Member
    Joined
    Mar 2009
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    sorry ,
    the transition matrix is

    1 0 0
    (1-θ)/2 θ (1-θ)/2
    0 0 1
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