3.4.7 Consider the Markov chain whose transition probability matrix is given by Starting in state 1, determine

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3.4.7 Consider the Markov chain whose transition probability matrix is given by

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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.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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