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Grinstead-Snell-Probability
· Problem 11.2.7
Markov Chains
Mathematics · absorbing-markov-chains
Problem
In Example 11.8, make states 0 and 4 into absorbing states. Find the fundamental matrix
N
\mathbf{N}
N
, and also
N
c
\mathbf{Nc}
Nc
and
N
R
\mathbf{NR}
NR
, for the resulting absorbing chain. Interpret the results.
Related theory
Markov Chains Transition Matrices And Stationary Distributions
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