Consider the Markov chain X given by the diagram 0 10 1 12 2 FO 2 a) Write down the (1-step) transition matrix of the Markov chain. b) Calculate (manually) the n-step transition matrices of X (remember from linear algebra that matrix powers are best computed by diagonalizing the matrix first and realizing that the power has only to be applied to the diagonal part).

Consider the Markov chain X given by the diagram 0 10 1 12 2 FO 2 a) Write down the (1-step) transition matrix of the Markov chain. b) Calculate (manually) the n-step transition matrices of X (remember from linear algebra that matrix powers are best computed by diagonalizing the matrix first and realizing that the power has only to be applied to the diagonal part).

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter4: Vector Spaces

Section4.7: Cooridinates And Change Of Basis

Problem 58E

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