Grinstead-Snell-Probability · Problem 11.2.17

Markov Chains

Mathematics · absorbing-markov-chains

Problem

Show that in both Example 11.11 and the color-blindness example just given, the probability of absorption in a state having genes of a particular type is equal to the proportion of genes of that type in the starting state. Show that this can be explained by the fact that a game in which your fortune is the number of genes of a particular type in the state of the Markov chain is a fair game.

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