MathCastle
Linear AlgebraHardMarkov Chains & Long-Run Behavior

Markov Chains & Long-Run Behavior · Hard problem

A particle sits at position 11 of {0,1,2}\{0, 1, 2\}. From 11 it moves to 00 or to 22, each with probability 1/21/2; from 00 it always moves to 11, and from 22 it always moves to 11. What is the expected number of steps until the particle has visited BOTH 00 and 22 at least once?