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:

0 1 2 3 1 0 0 0 1 0.5 0.2 0.1 0.2 P = 2 0.2 0.1 0.6 0.1 3 0 0 0 1