Question: 3.4.6 Consider the Markov chain whose transition matrix is where p q = 1. Determine the mean time to reach state 4 starting from state
3.4.6 Consider the Markov chain whose transition matrix is where p q = 1. Determine the mean time to reach state 4 starting from state 0. That is, find E[T|X0 = 0], where T = min{n 0;Xn = 4}. Hint: Let vi = E[T|X0 = i] for i = 0,1, . . . , 4. Establish equations for v0, v1, . . . , v4 by using a first step analysis and the boundary condition v4 = 0. Then, solve for v0
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