Very helpful thanks! How would this be applied to a markov chain with more states? Say you're looking for the first passage time from state 1 to state 5?
Simply condition on the state you end up in after the first jump. You will have a set of linear equations as in the video but with more variables of course. Hope this helps. Cheers
![[AM] Markov Chains 3 - Hitting times and probabilities](http://i.ytimg.com/vi/73YyVYaK85k/mqdefault.jpg)
Congrats to all who made it here!
Very helpful thanks! How would this be applied to a markov chain with more states? Say you're looking for the first passage time from state 1 to state 5?
Simply condition on the state you end up in after the first jump. You will have a set of linear equations as in the video but with more variables of course. Hope this helps. Cheers
@@YoussefMedhatAboutalebpip
Can you explain how you got t2=1/1-.4 I having trouble understanding the algebra you used.
He rearranged, factored t2, and then divided both sides by 1-0.4
t2= 1 + (0.4)t2
t2 - (0.4)t2 =1
t2(1-0.4) =1
t2 = 1/(1-0.4)
omg thank you so much
t2 derken bi geçirecen tokadı şuna artist ney çiçu çiçu
Yazık
very clear! thanks!