I am just wondering if I am given P(Xn=1 given that Xn=0) (Usual One Marcov chain)
Can you find this probability using transition matrix?
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$\begingroup$ Are you sure you wrote this correctly? Because right now, your condition is that $X_n$ is $0$, so it is impossible for it to also be $1$. Perhaps you meant $P(X_n=1|X_{n-1}=0)$? $\endgroup$– IanFeb 5, 2015 at 15:48
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$\begingroup$ Question is that I am given Zn=(Xn-1, Xn) having the four states (0.0) (0.1) (1.0) (1.1), where Xn has two-state Markov chain. I am asked to find out transition probability matrix for Zn. $\endgroup$– nanyFeb 5, 2015 at 16:08
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