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 matriximage text in transcribed

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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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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