Grinstead-Snell-Probability · Problem 11.2.10

Markov Chains

Mathematics · absorbing-markov-chains

Problem

Using the result of Exercise 9, make a conjecture for the form of the fundamental matrix if the process moves as in that exercise, except that it now moves on the integers from 1 to nn. Test your conjecture for several different values of nn. Can you conjecture an estimate for the expected number of steps to reach state nn, for large nn? (See Exercise 11 for a method of determining this expected number of steps.)

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