how do you calculate the expected time period, the process stays in state K for example, before moving to another state?

can anyone point me in the right direction

thank you

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- March 30th 2008, 11:38 AMrufusspeaksMarkov Chain question
how do you calculate the expected time period, the process stays in state K for example, before moving to another state?

can anyone point me in the right direction

thank you - March 31st 2008, 06:13 AMCaptainBlack
Let be the probability that given the current state is that the next state will be .

Then given that we are in state [matth]K[/tex]:

Prob that we stay in state for epocs is

Prob that we stay in state for epocs is

Prob that we stay in state for epocs is

Expected number of epocs we remain in given that we are in is:

RonL - April 2nd 2008, 11:48 AMrufusspeaks