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
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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Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780233814162
4th Edition
Authors: Mark A. Pinsky, Samuel Karlin
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