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481概率简单数值题short

Hitting Time with Skip Transitions

题目

A Markov chain on {0,1,2,3,4}\{0, 1, 2, 3, 4\} has the following transition rules. From state ii with 1i31 \le i \le 3: move to i1i-1 with probability 12\tfrac{1}{2}, and move to i+1i+1 with probability 12\tfrac{1}{2}. From state 44: jump to state 22 with probability 11. State 00 is absorbing.

Compute E[T0X0=2]E[T_0 \mid X_0 = 2], the expected number of steps to reach state 00 starting from state 22.

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