4972随机过程中等数值题short
Reset Rate Implied by a Target Expected Hitting Time
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=1.5 or back to 0 at rate c. If the expected time to hit state 2 from state 0 is 3, what is c?
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