512概率中等数值题medium
Asymmetric Jump Ruin with Upward Leap
题目
A gambler on starts at position . Each round, she jumps with probability and with probability . Positions and are absorbing (but a jump from that would land at is truncated to , i.e., from state the gambler moves to with probability and to with probability ). What is the probability that the gambler is absorbed at ?
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