Markov Chain Chap 11.5 - 5
A die is rolled repeatedly. Show by the results of this section that the mean time between occurrences of a given number is 6.
> P <- matrix(data = 0, nrow = 6, ncol = 6) > P[, 1:6] <- rep(1/6, 6) > coefs <- t(P) - diag(6) > solve(rbind(c(1, 1, 1, 1, 1, 1), coefs)[1:6, ], c(1, 0, 0, 0, + 0, 0)) [1] 0.1666667 0.1666667 0.1666667 0.1666667 0.1666667 0.1666667 |
Long range probabilities throw no surprise 1/6 in all the cases