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497概率简单derivationshort

Hitting Time with Harmonically Increasing Forward Probability

题目

A Markov chain on {0,1,2,3}\{0, 1, 2, 3\} has transitions: from state ii (0i20 \le i \le 2), move to i+1i+1 with probability i+1i+2\frac{i+1}{i+2} and stay at ii with probability 1i+2\frac{1}{i+2}. State 33 is absorbing.

Compute E[T3X0=0]E[T_3 \mid X_0 = 0].

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