30. Consider an irreducible finite Markov chain with states 0, 1 , T V . (a) Starting...

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30. Consider an irreducible finite Markov chain with states 0, 1 , T V .

(a) Starting in state /, what is the probability the process will ever visit state jl Explain!

(b) Let ×é = Pfvisit state TV before state 0| start in /). Compute a set of linear equations which the xt satisfy, / = 0, 1, TV.

(c) If YsjJPij = / for / = 1, TV - 1, show that x{ = //TV is a solution to the equations in part (b).

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