Consider the random walk Markov chain whose transition probability matrix is given by Starting in state 1, determine the mean time until absorption. Do this first using the basic first step approach...


Consider the random walk Markov chain whose transition probability matrix is given by


Starting in state 1, determine the mean time until absorption. Do this first using the basic first step approach of equations (4.6), and second using the particular results for a random walk given in equation (6.13).




May 12, 2022
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