3.4.7 Consider the Markov chain whose transition probability matrix is given by 0 1 2 3 0|| 1 0 0 0 1 0.1 0.2 0.5 0.2 P= 2 0.1 0.2 0.6 0.1 01 3 0 0 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.

3.4.7 Consider the Markov chain whose transition probability matrix is given by 0 1 2 3 0|| 1 0 0 0 1 0.1 0.2 0.5 0.2 P= 2 0.1 0.2 0.6 0.1 01 3 0 0 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.

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter4: Vector Spaces

Section4.7: Cooridinates And Change Of Basis

Problem 57E

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