Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/ib/paper-4/9h/b/solution

A finite irreducible Markov chain is positive recurrent. Its mean recurrence time to state , starting at and counting the first positive return, is . This identity comes from the long-run fraction of time spent at that state: successive return cycles each contain one visit at their start, so the fraction is the reciprocal of the mean cycle length. It remains valid for a periodic chain.
Here , hence
For the return is deterministically after two minutes, which checks the formula.

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