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Math Help - Help on Markov chains to calculate the mean time to reach a particular state

  1. #1
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    Help on Markov chains to calculate the mean time to reach a particular state


    Hello guys,

    I have a 2D markov chain as shown above with 4 states. I need to calculate the mean time to reach the state '11' from state '00'. Could please someone help me with this.

    Thanks and Regards,
    Koustubh
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  2. #2
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    Re: Help on Markov chains to calculate the mean time to reach a particular state

    Hello, Koustubh!

    Without numbers, the problem is virtually impossible.
    Even with numbers, the solution would fill volumes.


    I have a 2D markov chain with 4 states.
    I need to calculate the mean time to reach the state '11' from state '00'.
    Could please someone help me with this?

    According to your diagram, we seem to have this transition chart.

    . . \begin{array}{c|cccc|} & 00 & 01 & 10 & 11 \\ \hline 00 & i & a & g & 0 \\ 01 & b & j & 0 & c \\ 10 & h & 0 & l & e \\ 11 & 0 & d & f & k \\ \hline\end{array}


    Let A \:=\:\begin{pmatrix}i&a&g&0 \\ b&j&0&c \\ h&0&l&e \\ 0&d&f&k \end{pmatrix}


    We want the probability of going from 00 to 11 in n steps.

    \begin{array}{ccccc}n=2\!: & \text{ Calculate }A^2. & \text{ Examine the term }a_{14} \\ n=3\!: & \text{ Calculate }A^3. & \text{ Examine the term }a_{14} \\  n=4\!: & \text{ Calculate }A^4. & \text{ Examine the term }a_{14} \\  n=5\!: & \text{ Calculate }A^5. & \text{ Examine  the term }a_{14} \\ \vdots & \vdots & \vdots \end{array}


    Do you see the difficulty?
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