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

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

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Starting in state 1, determine the probability that the process is absorbed into state 0. Compare this with the .1;0/th entry in the matrix powers P2;P4;P8, and P16.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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