Q120Section III (Statistics)120 of 180
First-visit probabilities into a closed class — when they're forced to be 1, and when they're not
Suppose denotes the probability of the first visit to from in a Markov chain with finite state space. (I) If C is a closed communicating class of persistent states, then for any transient state which leads to , . (II) If C is a single closed communicating class and if where and , then .
Pick an option to check your answer.