Concept guide
Finite-state Markov chain: checking a row-stochastic matrix and computing two-step time laws and path probabilities
The states are ordered 1, 2, 3; the transition matrix P has rows (1/2,1/2,0), (1/4,1/2,1/4), (0,1/3,2/3), and the initial law is μ_0=(1/2,1/2,0). (1) Check that P is row-stochastic and explain why column sums need not be 1; (2) prove the one-step formula μ_{n+1}=μ_nP and that the result is again a probability vector, and compute μ_1 and μ_2; (3) prove the path-probability formula and compute P(X_0=1,X_1=2,X_2=3) and P(X_0=2,X_1=3,X_2=3); (4) explain why P alone generally does not determine complete unconditional marginal and path laws.