7.1. Consider the Markov chain whose transition probability matrix is given by The transition probability matrix corresponding
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7.1. Consider the Markov chain whose transition probability matrix is given by
The transition probability matrix corresponding to the nonabsorbing states is
Calculate the matrix inverse to I - Q, and from this determine
(a) the probability of absorption into state 0 starting from state 1;
(b) the mean time spent in each of states 1 and 2 prior to absorption.
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Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780126848878
3rd Edition
Authors: Samuel Karlin, Howard M. Taylor
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