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PhyzX
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Homework Statement
Markov process has probabilities [itex]p_{j,j+1} = 1-p_{j,0} = (\frac{j+1}{j+2})^k[/itex] for j=0,1,2,...
If [itex]T_j = min[n>1 : X_n=j][/itex]
What is [itex]E[T(j)|X_0=j][/itex] for j=0,1,2,...?
Homework Equations
The Attempt at a Solution
I figured that [itex]T(j)|X_0=j[/itex] is j+1 but don't know how to work out the expectation of this
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