Linear AlgebraChallengeMarkov Chains & Long-Run Behavior
Markov Chains & Long-Run Behavior · Challenge problem
A chain on states , , moves as follows. From it goes to or to with probability each. From it goes to , stays at , or goes to , each with probability . From it always goes to . Starting at , what is the expected number of visits to before the chain first returns to ? Express your answer as a common fraction.