Markov chain

Marianne

New member
Joined
Nov 29, 2011
Messages
1
I need help to make a transition diagram, but havent seen the following notation:
1/2 = P(0,0),(1,0) = P(0,0),(0,1)
1/2 = P(0,2),(0,1) = P(0,2)(0,3) = P(2,3)(2,2) = P(2,3),(0,3)
1/3 = P(0,1)(0,0) = ...
1 = P....
1 = P....
I don't know how to understand the notation P(i,j),(n,m) I understand it when there is only one, but even when I'm drawing it, it seems odd.
We are told there is 12 states S={(0,0),(0,1)....(2,3)}={0,1,2}x{0,1,2,3} and there is 17 non-zero transition probabilities P(i,j),(n,m).
I hope it makes sence to one of you out there so I can get started.
 
Top