Let {Xₙ | N=1,…} Be a Markov Process with State $$\left( \begin{array} { l l l } .18 & .26 & .56 \\.11 & .61 & .28 \\.22 & .34 & .44\end{array} \right)$$

Short Answer

Let {Xₙ | n=1,…} be a Markov process with state space {1,2,3} and transition matrix $$\left( \begin{array} { l l l } .18 & .26 & .56 \\.11 & .61 & .28 \\.22 & .34 & .44\end{array} \right)$$ If X₁ is in state 1, find the expected number of transitions until getting to 2 or 3 for the first time.