Question: 4. Let {Xn : n = 0, 1, . . .} be a Markov chain with state space {0, 1} and transition probability matrix Starting

4. Let {Xn : n = 0, 1, . . .} be a Markov chain with state space {0, 1} and transition probability matrix

P = 2/5 1/3 3/5 2/3

Starting from 0, find the expected number of transitions until the first visit to 1.

P = 2/5 1/3 3/5 2/3

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