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Consider the Markov process with the state transition matrix 0.1 0.4 0.3 0.2 0.1 0.4 0.3 0.2 A = 0.3 0.5 0.2 0.1 0.3
Consider the Markov process with the state transition matrix 0.1 0.4 0.3 0.2 0.1 0.4 0.3 0.2 A = 0.3 0.5 0.2 0.1 0.3 0.2 0.4 0 0 0 1.0 Number the states consecutively from 1 to 5. Find the absorbing state(s) if any. Compute the average number of time steps needed to reach the absorbing state, starting from each of the other states.
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Probability and Random Processes With Applications to Signal Processing and Communications
Authors: Scott Miller, Donald Childers
2nd edition
123869811, 978-0121726515, 121726517, 978-0130200716, 978-0123869814
