First passage time suppose p is the probability transition, Engineering Mathematics

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First passage time suppose p is the probability transition

Question: First Passage Time. Suppose P is the probability transition matrix of a regular Markov chain. Given an initial state Si ≠ S1, show how by modifying P the average number of steps to reach S1 can be computed. For the weather model, given that today is rainy, what is the expected number of days until it is sunny?

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Engineering Mathematics: First passage time suppose p is the probability transition

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Engineering Mathematics: First passage time suppose p is the probability transition

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