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Markov chain has the transition probability matrix Be the first time that the process reaches state 2. Eventually, the process will reach and be absorbed into state 2 If in some experiment we

Markov chain has the transition probability matrix

Be the first time that the process reaches state 2. Eventually, the process will reach and be absorbed into state 2. If in some experiment we observed such a process and noted that absorption had not yet taken place, we might be interested in the conditional probability that the process is in state 0 (or 1), given that absorption had not yet taken place. Determine 

Aug 04 2020 View more View Less

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