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 and, if Down, becomes Up with probability ; it starts Up. Server 2 stays Up with probability and, if Down, becomes Up with probability ; it starts Down. What is the probability that BOTH servers are Up after steps? Express your answer as a common fraction.