Question: Two Markov chains are happening simultaneously on the state space {1,2). Let chain 1 = X_0, X 1... and chain 2 = Y_0, Y_1,.... Att=0,

 Two Markov chains are happening simultaneously on the state space {1,2).

Two Markov chains are happening simultaneously on the state space {1,2). Let chain 1 = X_0, X 1... and chain 2 = Y_0, Y_1,.... Att=0, X_0=1 and Y_0=2. They are performed independently and have the following transition matrices: .3 .7 .2 8 Px = .2 .8 and Py = .9 1 The chains end when they are in the same state at the same time. What is the expected value of T = infit:X_*=Y ()

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