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4. (Problem 3.4.17 in Pinsky and Karlin) The damage Xn of a system subjected to wear is a Markov chain with a transition probability matrix

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4. (Problem 3.4.17 in Pinsky and Karlin) The damage Xn of a system subjected to wear is a Markov chain with a transition probability matrix 0.6 0.4 0 P = 0 0.7 0.3 0 0 1 The system starts in state 0 and fails when it first reaches state 2. Let T = min{n > 0; X, = 2} be the time of failure. Use a first step analysis to evaluate d(s) = E[s" ] for a fixed number 0

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