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6.1. Consider the random walk Markov chain whose transition proba bility matrix is given by 0 1 2 0 0 0.3 0 0.7 0 0.1 0 0.9 00 I 0 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).

6.1. Consider the random walk Markov chain whose transition proba bility matrix is given by 0 1 2 0 0 0.3 0 0.7 0 0.1 0 0.9 00 I 0 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).

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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6.1. Consider the random walk Markov chain whose transition proba- bility matrix is given by 0 1 0.3 0 1 0 0 0 0.7 0.1 000 3 0 0 0.9 I 3 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).
Transcribed Image Text:6.1. Consider the random walk Markov chain whose transition proba- bility matrix is given by 0 1 0.3 0 1 0 0 0 0.7 0.1 000 3 0 0 0.9 I 3 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).
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