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Linear AlgebraChallengeMarkov Chains & Long-Run Behavior

Markov Chains & Long-Run Behavior · Challenge problem

A chain on states AA, BB, CC moves as follows. From AA it goes to BB or to CC with probability 1/21/2 each. From BB it goes to AA, stays at BB, or goes to CC, each with probability 1/31/3. From CC it always goes to AA. Starting at AA, what is the expected number of visits to BB before the chain first returns to AA? Express your answer as a common fraction.