Lets assume that we observe only three dierent kinds of weather, namely sunny,

rainy or foggy weather. We will now use a Markov Model to model the weather. The
Markov Model can be build using three states which is given by fS1 = sunny; S2 =
rainy; S3 = foggyg. The stochastic variable X is a discrete random variable (a s
calar)
taking one of these three values. A nice old man with big white beard, has provi
ded
us with the transition matrix, see table 1 page 5, which can be illustrated as s
hown
in gure 3 page 5.
Having dened the transition matrix, we can now answer questions like : Given that
today is sunny, what's the probability that tomorrow is sunny and the day after
is
4
Tomorrow's