479概率中等derivationmedium
State-Dependent Drift and First-Passage to a Boundary
题目
A particle moves on . From state (), it jumps to with probability and to with probability . States and are absorbing.
Starting from state :
(a) Find the probability of being absorbed at state .
(b) Find the expected number of steps until absorption (hitting either boundary).
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你的答案
a
b