To toss of a fair coin until 3 heads occur in a row.
The transition matrix is
Question1 : Why are the elements on first column, row 2 and 3, are not zeroes?
Will the following reasoning be correct?
I am thinking: if the state space is
{ }, the first column must be
must be reserved for probability of the nth toss being a tail.
When the next toss is a Head, it proceeds to the next state; otherwise, it's back to column one.
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I posted this question on Sept 30, and I found my reasoning to be correct.
Case closed.