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Expected Value and Markov Chains - aquatutoring.org

Expected Value and Markov ChainsKaren GeSeptember 16, 2016 AbstractAMarkov Chainis a random process that moves from one state toanother such that the next state of the process depends only on wherethe process is at the present state. Anabsorbing stateis a statethat is impossible to leave once reached. We survey common methodsused to find the Expected number of steps needed for a random walkerto reach an absorbing state in a Markov chain . These methods are:solving a system of linear equations, using a transition matrix, andusing a characteristic :probability, Expected Value , absorbing Markov Chains ,transition matrix, state diagram1 Expected ValueIn this section, we give a brief review of some basic definitions, properties,and examples of Expected the random variableXtake on valuesx1,x2,x3.

Expected Value and Markov Chains Karen Ge September 16, 2016 Abstract A Markov Chain is a random process that moves from one state to another such that the next state of the process depends only on where the process is at the present state. An absorbing state is a state

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