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476概率简单数值题short

Hitting Time on a Four-State Chain

题目

Consider a Markov chain on states {0,1,2,3}\{0, 1, 2, 3\} with transition probabilities: p(0,1)=1,p(1,0)=13,p(1,2)=23,p(2,1)=12,p(2,3)=12,p(3,3)=1.p(0,1) = 1, \quad p(1,0) = \tfrac{1}{3}, \quad p(1,2) = \tfrac{2}{3}, \quad p(2,1) = \tfrac{1}{2}, \quad p(2,3) = \tfrac{1}{2}, \quad p(3,3) = 1. Starting from state 00, compute the expected number of steps to reach state 33 for the first time.

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