My transition matrix is $$\left( \begin{array}{ccc} .4 & .3 & .3 \\ .3 & .2 & .5 \\ .7 & 0 & .3 \end{array}\right) $$ So I'm asked for $P[X_3=1,\,X_2=1\,\lvert\,X_1=2]$ and: $$\begin{eqnarray}P[X_3=1,\,X_2=1\,\lvert\,X_1=2]&=&\dfrac{P[X_1=2,\,X_2=1\,,\,X_3=1]}{P[X_1=2]}\\ &=& \dfrac{\sum_{i=1}^3P[X_1=2,\,X_2=1\,,\,X_3=1\,\lvert\,X_0=i]P[X_0=i]}{\sum_{i=1}^3P[X_1=2\,\lvert\,X_0=i]P[X_0=i]}\\ &=&\dfrac{\sum_{i=1}^3P[X_0=i\,,\,X_1=2,\,X_2=1\,,\,X_3=1]}{\sum_{i=1}^3P[X_1=2\,\lvert\,X_0=i]P[X_0=i]}\\ &=&\ldots \end{eqnarray} $$ And the rest is easy to calculate. Am I right about the previous?
2026-05-15 07:21:42.1778829702
Finding a transition probability
28 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in STOCHASTIC-PROCESSES
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
- Probability being in the same state
- Random variables coincide
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- Why does there exists a random variable $x^n(t,\omega')$ such that $x_{k_r}^n$ converges to it
- Compute the covariance of $W_t$ and $B_t=\int_0^t\mathrm{sgn}(W)dW$, for a Brownian motion $W$
- Why has $\sup_{s \in (0,t)} B_s$ the same distribution as $\sup_{s \in (0,t)} B_s-B_t$ for a Brownian motion $(B_t)_{t \geq 0}$?
- What is the name of the operation where a sequence of RV's form the parameters for the subsequent one?
- Markov property vs. transition function
- Variance of the integral of a stochastic process multiplied by a weighting function
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
geometry
circles
algebraic-number-theory
functions
real-analysis
elementary-set-theory
proof-verification
proof-writing
number-theory
elementary-number-theory
puzzle
game-theory
calculus
multivariable-calculus
partial-derivative
complex-analysis
logic
set-theory
second-order-logic
homotopy-theory
winding-number
ordinary-differential-equations
numerical-methods
derivatives
integration
definite-integrals
probability
limits
sequences-and-series
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?