Re: Question about absorbing Markov chains ...
From: Bill Taylor (w.taylor_at_math.canterbury.ac.nz)
Date: 07/01/04
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Date: 30 Jun 2004 21:52:43 -0700
Fabian195@hotmail.com (Fabian) wrote
>
> this might be a rather simple problem..
Homework?
> I've come up with a Markov
> chain with one absorbing state and 9 transient ones. Starting from a
> given state, I want to calculate the probability that I reach a
> specific transient state N times before reaching the absorbing state.
Rewrite the chain with the specific state also being absorbing.
Calculate the prob p of being aborbed there rather than in the original one.
Then your answer is just p^N(1-p). (That's the geometric thingy.)
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Bill Taylor W.Taylor@math.canterbury.ac.nz
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Experimental psychology: pulling habits out of rats.
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