- #1
rahl___
- 10
- 0
Hello there,
yet another trivial problem:
I've attended the 'stochastic process' course some time ago but the only thing I remember is that this kind of problem is really easy to compute, there is some simple pattern for this I presume.
thanks for your help,
rahl.
yet another trivial problem:
We have a transition matrix of some markov chain: [tex]\left[\begin{array}{ccc}e_{11}&...&e_{1n}\\...&...&...\\e_{n1}&...&e_{nn}\end{array}\right][/tex].
at the beginning our chain is in the state [tex]e_1[/tex]. let T be the moment, when the chain reaches [tex]e_n[/tex] for the first time. What is the expected value of T?
I've attended the 'stochastic process' course some time ago but the only thing I remember is that this kind of problem is really easy to compute, there is some simple pattern for this I presume.
thanks for your help,
rahl.