Let {Xt}t≥0 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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sorry , the transition matrix is 1 0 0 (1-θ)/2 θ (1-θ)/2 0 0 1
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