题目
A Markov chain on {0,1,2,3,4}\{0, 1, 2, 3, 4\}{0,1,2,3,4} has absorbing states 000 and 444. The transition probabilities for transient states are: p(1,0)=15,p(1,2)=45,p(2,1)=25,p(2,3)=35,p(3,2)=35,p(3,4)=25.p(1,0) = \tfrac{1}{5}, \quad p(1,2) = \tfrac{4}{5}, \quad p(2,1) = \tfrac{2}{5}, \quad p(2,3) = \tfrac{3}{5}, \quad p(3,2) = \tfrac{3}{5}, \quad p(3,4) = \tfrac{2}{5}.p(1,0)=51,p(1,2)=54,p(2,1)=52,p(2,3)=53,p(3,2)=53,p(3,4)=52.
Compute E[T∣X0=1]E[T \mid X_0 = 1]E[T∣X0=1] and E[T∣X0=3]E[T \mid X_0 = 3]E[T∣X0=3], where T=inf{n≥0:Xn∈{0,4}}T = \inf\{n \ge 0 : X_n \in \{0, 4\}\}T=inf{n≥0:Xn∈{0,4}}.
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你的答案
E[T | X_0 = 1]
E[T | X_0 = 3]