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GATE 2023 ST – Question 34

Stochastic Processes · Markov Chains · 1 mark · Numerical answer

A Markov chain on {1,2,3} has transition rows (1/2,1/4,1/4),(1/3,1/3,1/3),(0,1/2,1/2). Find P(X₂=1 | X₁=1,X₃=2),to two decimals.

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Correct answer: 0.36 to 0.39

Explanation

By the Markov property,the numerator is p₁₁p₁₂=1/8. The denominator (P²)₁₂=(1/2)(1/4)+(1/4)(1/3)+(1/4)(1/2)=1/3. Their ratio is 3/8=0.375,rounded **0.38**.

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