505概率困难derivationlong
Gambler's Ruin with a Partially Reflecting Barrier
题目
Consider a Markov chain on with absorbing state . From state , the chain moves to with probability and to with probability , where . However, there is a reflecting barrier at state : from state , the chain moves to with probability (it is always pushed back).
Starting from state with :
(a) Find the probability of eventual absorption at .
(b) For and , compute and the expected absorption time .
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你的答案
a
b.r2
b.E_T