Question
T is the transition matrix for a 4-state absorbing Markov Chain. State #1 and state #2 are absorbing states. T = 1 0 0 0
T is the transition matrix for a 4-state absorbing Markov Chain. State #1 and state #2 are absorbing states.
T =
1 | 0 | 0 | 0 | ||||
0 | 1 | 0 | 0 | ||||
0 | 0.3 | 0.2 | 0.5 | ||||
0.25 | 0 | 0.5 | 0.25 |
Use the standard methods for absorbing Markov Chains to find the matrices N = (I - Q)-1 and B = NR. Answer the following questions based on these matrices. (Give your answers correct to 2 decimal places.)
(a) If you start in state #3, what is the expected number of steps needed to reach an absorbing state. (Your answer will come from the matrix N.) steps (b) If you start in state #4, what is the expected number of steps needed to reach an absorbing state. (Your answer here will come from the matrix N.) steps (c) If you start in state #3, what is the probability that you will eventually land in state #1? (Your answer will come from the matrix B.) (d) If you start in state #4, what is the probability that you will eventually land in state #1? (Your answer will come from the matrix B.)
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