Question: 4.7. Consider the Markov chain whose transition probability matrix is given by Starting in state 1, determine the mean time that the process spends in

4.7. Consider the Markov chain whose transition probability matrix is given by

0 1 2 3 1 0 00 0 1 0.1 0.2 0.5

Starting in state 1, determine the mean time that the process spends in state 1 prior to absorption and the mean time that the process spends in state 2 prior to absorption. Verify that the sum of these is the mean time to absorption.

0 1 2 3 1 0 00 0 1 0.1 0.2 0.5 0.2 P = 2 0.1 0.2 0.6 0.1 3 0 0 0 1

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