6.2. Consider the Markov chain {X n } whose transition matrix is where a > 0, /3...

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6.2. Consider the Markov chain {Xn} whose transition matrix is

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where a > 0, /3 > 0, and a + /3 = 1. Determine the mean time to reach state 3 starting from state 0. That is, find E[TIXo = 0], where T = min{n ? 0; X = 3}.

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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