Question: 3.6.8 Consider the Markov chain fXng whose transition matrix is where > 0; > 0, and C D 1. Determine the mean time to reach

3.6.8 Consider the Markov chain fXng whose transition matrix is

0 1 2 3 0 1a 00 B P = 2a 0

where > 0; > 0, and C D 1. Determine the mean time to reach state 3 starting from state 0. That is, find E[TjX0 D 0], where T D minfn 0IXn D 3g.

0 1 2 3 0 1a 00 B P = 2a 0 B00 300 0 0 1

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