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479概率中等derivationmedium

State-Dependent Drift and First-Passage to a Boundary

题目

A particle moves on {0,1,2,3,4}\{0, 1, 2, 3, 4\}. From state ii (0<i<40 < i < 4), it jumps to i+1i+1 with probability pi=i/4p_i = i/4 and to i1i-1 with probability qi=1i/4q_i = 1 - i/4. States 00 and 44 are absorbing.

Starting from state 22:

(a) Find the probability of being absorbed at state 44.

(b) Find the expected number of steps until absorption (hitting either boundary).

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0:00

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你的答案

a

b