494概率困难derivationlong
Expected Time to Visit All States in an Ergodic Chain
题目
A Markov chain on has transition matrix
Starting from state , let be the first time all four states have been visited.
Compute .
*Hint:* Decompose the cover time by tracking which states remain unvisited. Since the chain starts at state 1 and must go to 2, then eventually reach 3 and 4, compute the expected time to reach each new state sequentially.
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