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514概率困难数值题long

Gambler's Ruin with Alternating Bias

题目

A gambler moves on {0,1,2,3,4,5,6}\{0, 1, 2, 3, 4, 5, 6\} with absorbing barriers at 00 and 66. The win probability depends on the current position: at odd states (k=1,3,5k = 1, 3, 5), p=0.6p = 0.6; at even states (k=2,4k = 2, 4), p=0.4p = 0.4. (Win means +1+1, loss means 1-1.) Starting from state 33, find the probability of reaching 66 before 00, and the expected number of steps until absorption.

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