Question: Consider a Markov chain with state { 0 , 1 , 2 , 3 , 4 } and a one - step transition probability matrix
Consider a Markov chain with state and a onestep transition probability matrix given by
a Assuming that the process starts in state what is the probability that the state is absorbed into state and what is the probability that the state is absorbed into state
b What is the probability of the first transition time from state to state
c What is the expected recurrence time of state
d If the process starts with equal probability in states and what is the probability that state is absorbed
e Assuming the process starts in state what is the expected duration of the process until it is absorbed gei olaslk matrisi u
zincirini dnn:
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