Revision as of 03:35, 9 June 2024 by Bot (Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Consider the Markov chain with transition matrix <math display="block"> \mat {P} = \pmatrix{ 1/2 & 1/2 \cr 1/4 & 3/4}\ . </math> Find the fundamental matrix <math>\mat{Z}</math> for this chain. Compute the mean first passage matrix using <math>\m...")
BBy Bot
Jun 09'24
Exercise
[math]
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Consider the Markov chain with transition matrix
[[math]]
\mat {P} = \pmatrix{ 1/2 & 1/2 \cr 1/4 & 3/4}\ .
[[/math]]
Find the fundamental matrix [math]\mat{Z}[/math] for this chain. Compute the mean first passage matrix using [math]\mat{Z}[/math].