MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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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).
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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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