4971随机过程中等数值题short
Expected Time to Absorption With One Reset Link
题目
A CTMC has states 0, 1, 2 with state 2 absorbing. From 0 it jumps to 1 at rate a=1, and from 1 it jumps to 2 at rate b=2 or back to 0 at rate c=1. What is the expected time to hit state 2 starting from 0?
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