4.5. A Markov chain X,,, X,, X,, ... has the transition probability matrix

A sojourn in a state is an uninterrupted sequence of consecutive visits to that state.

(a) Determine the mean duration of a typical sojourn in state 0.

(b) Using renewal theory, determine the long run fraction of time that the process is in state 1.

Transcribed Image Text:

012 0|| 0.3 0.7 P 10.6 0 0.4 2 || 0 0.5 0.5