3.6.8 Consider the Markov chain fXng whose transition matrix is where > 0; > 0, and C...

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3.6.8 Consider the Markov chain fXng whose transition matrix is

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where > 0; > 0, and C D 1. Determine the mean time to reach state 3 starting from state 0. That is, find E[TjX0 D 0], where T D minfn 0IXn D 3g.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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