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Linear AlgebraHardMarkov Chains & Long-Run Behavior

Markov Chains & Long-Run Behavior · Hard problem

Two servers run independently, each as a two-state Markov chain (Up/Down). Server 1 stays Up with probability 4/54/5 and, if Down, becomes Up with probability 1/21/2; it starts Up. Server 2 stays Up with probability 2/32/3 and, if Down, becomes Up with probability 1/41/4; it starts Down. What is the probability that BOTH servers are Up after 22 steps? Express your answer as a common fraction.