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Expected number of time intervals until the Markov Chain below is in state 2 again after...

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Statistics

Expected number of time intervals until the Markov Chain belowis in state 2 again after starting in state 2?

Matrix:

[.4,.2,.4]

[.6,0,.4]

[.2,.5,.3]

Answer & Explanation Solved by verified expert
4.1 Ratings (639 Votes)
The mean recurrence time for state i is ri 1wiwhere wi is the ith component of the fixed probability vector forthe transition matrixWe need to find the fixed probability    See Answer
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