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477概率简单数值题short

Mean Return Time and the Stationary Distribution

题目

A Markov chain on {1,2,3}\{1, 2, 3\} has transition matrix P=(01212141214131313).P = \begin{pmatrix} 0 & \tfrac{1}{2} & \tfrac{1}{2} \\ \tfrac{1}{4} & \tfrac{1}{2} & \tfrac{1}{4} \\ \tfrac{1}{3} & \tfrac{1}{3} & \tfrac{1}{3} \end{pmatrix}.

(a) Find the stationary distribution π\pi.

(b) Using the relationship between the stationary distribution and mean return times, compute the expected number of steps to return to state 11 starting from state 11.

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你的答案

b