Let (N_{i}) be the random number of time periods a discrete-time Markov chain stays in state (i)

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Let $N_{i}$ be the random number of time periods a discrete-time Markov chain stays in state $i$ (sojourn time of the Markov chain in state $i$ ).

Determine $E\left(N_{i}\right)$ and $\operatorname{Var}\left(N_{i}\right)$.

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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Let (N_{i}) be the random number of time periods a discrete-time Markov chain stays in state (i)

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Applied Probability And Stochastic Processes

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