Suppose I'm visiting a city, and move between some pair of a finite number of locations every hour. The probability of me moving from location $i$ to location $j$ depends only on location $i$ so I store all of these probabilities in a transition matrix with elements $P_{ij}$. Now, some subset of locations are on the East side of the city, and the others are elsewhere. Suppose I move around the city, what is the expected length of time I spend in the East side starting from when I arrive and ending when I leave.
2026-04-07 02:01:21.1775527281
Mean time spent in a particular region of a Markov chain
51 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
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