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512概率中等数值题medium

Asymmetric Jump Ruin with Upward Leap

题目

A gambler on {0,1,,6}\{0, 1, \ldots, 6\} starts at position 33. Each round, she jumps +2+2 with probability 1/31/3 and 1-1 with probability 2/32/3. Positions 00 and 66 are absorbing (but a jump from 55 that would land at 77 is truncated to 66, i.e., from state 55 the gambler moves to 66 with probability 1/31/3 and to 44 with probability 2/32/3). What is the probability that the gambler is absorbed at 00?

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