Question: 14.5 Consider a system that can be modeled by an array of six states labeled 1; 2; ...; 6. Apart from state 4, which makes

14.5 Consider a system that can be modeled by an array of six states labeled 1; 2; ...; 6. Apart from state 4, which makes a transition to itself with probability p, every other state is visited only once in each experiment that starts in the Begin state and ends when the End state is reached. The model is illustrated in Figure 14.21. Let L be a random variable that denotes the length of time that the process spends in state 4 when the process reaches that state in an experiment.

a. What is the PMF of L?

b. What is the expected value of L?

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