Consider the following Markov chain: 0 1 2 3 0 0.3 0.5 0 0.2 1 0.5...

Consider the following Markov chain:

	0	1	2	3
0	0.3	0.5	0	0.2
1	0.5	0.2	0.2	0.1
2	0.2	0.3	0.4	0.1
3	0.1	0.2	0.4	0.3

What is the probability that the first passage time from 2 to 1 is 3?
What is the expected first passage time from 2 to 1?
What is the expected first passage time from 2 to 2 (recurrence time for 2)? What is the relation between this expectation and the steady-state probability of being at state 2?

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orchestra answered 1 year ago

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