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Mathematics, 03.04.2020 22:29 tyliahhayes

In Markov chains, if I was given a transition probability matrix with each of the probabilities specified, then how do I determine the following:1- Probability that state y is visited at least n times given that you start in state x. I know that I can solve it using Px(# of visits to state y ≥ n) = rhoxy(rhoyy)n−1 where rhoxy is the probability that starting at state x, I will be in state y in some positive time (i. e. rhoxy=Px(Ty<[infinity])). But I am not sure how to calculate rhoxy and I have spent so much time trying to figure it out!

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