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2899概率中等derivationmedium

Reflecting Simple Walk on 0 to m

题目

Consider the chain on {0,1,,m}\{0,1,\dots,m\}. From an interior state it moves left or right with probability 1/21/2 each. From 00 it stays put with probability 1/21/2 and moves to 11 with probability 1/21/2; from mm it stays put with probability 1/21/2 and moves to m1m-1 with probability 1/21/2. Find the stationary distribution.

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