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483概率中等数值题medium

First Return to the Origin on an Asymmetric Cycle

题目

Consider a Markov chain on {0,1,2,3}\{0, 1, 2, 3\} arranged in a cycle. From state ii, the chain moves clockwise to state (i+1)mod4(i+1) \bmod 4 with probability pip_i and counterclockwise to state (i1)mod4(i-1) \bmod 4 with probability 1pi1 - p_i, where p0=34,p1=12,p2=14,p3=12.p_0 = \tfrac{3}{4}, \quad p_1 = \tfrac{1}{2}, \quad p_2 = \tfrac{1}{4}, \quad p_3 = \tfrac{1}{2}.

Compute the expected number of steps to return to state 00 for the first time, starting from state 00.

*Recall:* The mean return time to state ii in an irreducible chain equals 1/πi1/\pi_i.

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