We are interested in whether this conditional probability is equal to the

Description

New solution updates


Question

For a Markov chain {X n ,n 0} with transition probabilities P i ,j , consider the conditional probability that X n = m given that the chain started at time 0 in state i and has not yet entered state r by time n, where r is a specified state not equal to either i or m. We are interested in whether this conditional probability is equal to the n stage transition probability of a Markov chain whose state space does not include state r and whose transition probabilities are Either prove the equality or construct a counterexample. Sep 15 2014 06:32 AM

 

Solution ID:609229 | This paper was updated on 26-Nov-2015

Price : $24
SiteLock