Simple Random Walk

Description

New solution updates


Question

For a simple random walkXnwith absorbing boundaries at 0 and 4, and step-up probabilityp= 2/3, assume that initially it is uniformly distributed on states 1, 2, 3. (a) Find the probability thatX5= 0. (b) Find the probability of the process reaching 0 at time 5 but not earlier. Feb 28 2014 04:26 AM

 

Solution ID:608982 | This paper was updated on 26-Nov-2015

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