← 返回数学题库
493概率中等derivationmedium

Expected Absorption Time with Increasing Drift

题目

A Markov chain on {0,1,2,3,4}\{0, 1, 2, 3, 4\} has absorbing states 00 and 44. 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}.

Compute E[TX0=1]E[T \mid X_0 = 1] and E[TX0=3]E[T \mid X_0 = 3], where T=inf{n0:Xn{0,4}}T = \inf\{n \ge 0 : X_n \in \{0, 4\}\}.

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

E[T | X_0 = 1]

E[T | X_0 = 3]