Markov Last Row
1. **State the problem:** We have a Markov chain with three states. The transition probabilities depend on the current state.
2. **Given information for transitions from State 3:**
- The particle is equally likely to go to State 1 or State 2.
- The particle cannot stay in the same state (transitions are always to a different state).
3. **Define the transition probabilities from State 3:**
Let $a_{31}$ be the probability of going from State 3 to State 1.
Let $a_{32}$ be the probability of going from State 3 to State 2.
Let $a_{33}$ be the probability of staying in State 3.
4. **Use the given conditions:**
- Since the particle cannot stay in the same state, $a_{33} = 0$.
- The particle is equally likely to go to State 1 or State 2, so $a_{31} = a_{32}$.
5. **Sum of probabilities from State 3 must be 1:**
$$a_{31} + a_{32} + a_{33} = 1$$
Substitute $a_{33} = 0$ and $a_{31} = a_{32} = p$:
$$p + p + 0 = 1$$
$$2p = 1$$
$$p = \frac{1}{2}$$
6. **Final values:**
$$a_{31} = \frac{1}{2}, \quad a_{32} = \frac{1}{2}, \quad a_{33} = 0$$