6.4. Consider the random walk Markov chain whose transition probability matrix is given by

Starting in state 1, determine the mean time until absorption. Do this first using the basic first step approach of equations (4.6), and second using the particular formula for v; that follows equation (6.18), which applies for a random walk in which p 0 q.

Transcribed Image Text:

0 1 2 3 3 0 1 0 0 0 1 0.3 0 0.7 0 P= 2 0 0.3 0 0.7 3 0 0 0 1