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498概率中等derivationmedium

Hitting Time with Interior Reflecting Barrier

题目

A Markov chain on {0,1,2,3,4}\{0, 1, 2, 3, 4\} has the following transitions:

  • State 00 is absorbing.
  • From state 11: p(1,0)=12p(1, 0) = \tfrac{1}{2}, p(1,2)=12p(1, 2) = \tfrac{1}{2}.
  • From state 22: p(2,1)=13p(2, 1) = \tfrac{1}{3}, p(2,3)=23p(2, 3) = \tfrac{2}{3}.
  • From state 33: p(3,2)=12p(3, 2) = \tfrac{1}{2}, p(3,4)=12p(3, 4) = \tfrac{1}{2}.
  • From state 44: p(4,3)=1p(4, 3) = 1 (reflecting barrier).

Compute E[T0X0=3]E[T_0 \mid X_0 = 3].

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