Consider the Markov chain of Problem 16. Again assume X 0 = 4. We would like to

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Consider the Markov chain of Problem 16. Again assume X0 = 4. We would like to find the expected time (number of steps) until the chain gets absorbed in R1 or R2. More specifically, let T be the absorption time, i.e., the first time the chain visits a state in R1 or R2. We would like to find E[T|X0 = 4].


Problem 16

Consider the Markov chain in Figure 11.32. There are two recurrent classes, R1 = {1, 2}, and R2 = {5, 6, 7}. Assuming X0 = 4, find the probability that the chain gets absorbed to R1.1 S AL 1 1 Figure 11.32 - A state transition diagram.

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