Introduction to Probability · Problem 11.14

Random Walks — Grinstead & Snell

Mathematics — Probability · markov-chains-reversibility

Problem

\mathbf{P}

is a reversible Markov chain, is it necessarily true that the mean time to go from state

i

to state

j

is equal to the mean time to go from state

j

to state

i

? Hint: Try the Land of Oz example (Example 11.1).