3.4.8 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.

Transcribed Image Text:

P= 0 01 12 100 3 1 0.5 0.2 0.1 0.2 2 0.2 0.1 0.6 0.1 3 3 000 1