Question 3 Consider a chain with 4 states and the following transition matrix. 1/2 1/2 0 1/3 1/3 1/3 0 1/4 1/4 1/4 1/4 0 1/2 1/2 Denoting by 7 the time (> 1) of the first visit to the state 2,...

Question 3<br>Consider a chain with 4 states and the following transition<br>matrix.<br>1/2 1/2 0<br>1/3 1/3 1/3 0<br>1/4 1/4 1/4 1/4<br>0 1/2 1/2<br>Denoting by 7 the time (> 1) of the first visit to the state 2, calculate E;(r)<br>for each state i. Suppose that µ is an initial distribution on the state space.<br>Calculate Eµ(7).<br>

Extracted text: Question 3 Consider a chain with 4 states and the following transition matrix. 1/2 1/2 0 1/3 1/3 1/3 0 1/4 1/4 1/4 1/4 0 1/2 1/2 Denoting by 7 the time (> 1) of the first visit to the state 2, calculate E;(r) for each state i. Suppose that µ is an initial distribution on the state space. Calculate Eµ(7).

Jun 02, 2022

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Question 3 Consider a chain with 4 states and the following transition matrix. 1/2 1/2 0 1/3 1/3 1/3 0 1/4 1/4 1/4 1/4 0 1/2 1/2 Denoting by 7 the time (> 1) of the first visit to the state 2,...

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