3.4.13 A Markov chain X0;X1;X2; : : : has the transition probability matrix and is known to...
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3.4.13 A Markov chain X0;X1;X2; : : : has the transition probability matrix
and is known to start in state X0 D 0. Eventually, the process will end up in state 2. What is the probability that the time T D minfn 0IXn D 2g is an odd number?
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Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780233814162
4th Edition
Authors: Mark A. Pinsky, Samuel Karlin
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