The first row of the matrix P is given by 0, 1, ... For >0 we have
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The first row of the matrix P is given by 0, 1, ... For >0 we have (as in the preceding problem) P = p and P-1 = q. Find the distribution of the recurrence time for Eo.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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