4.12. A Markov chain X0, X, , X,.... has the transition probability matrix and is known to...

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4.12. A Markov chain X0, X, , X,.... has the transition probability matrix

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and is known to start in state X0 = 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1?
Hint: Let T = min(n ? 0; X,, = 2), and let

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Establish and solve the first step equations

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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