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518概率中等数值题medium

Gambler's Ruin with Killing (Absorption in the Interior)

题目

A particle moves on {0,1,2,3,4,5}\{0, 1, 2, 3, 4, 5\}. States 00 and 55 are absorbing barriers. At each step from a transient state kk (1k41 \le k \le 4), the particle is "killed" (absorbed into a cemetery state Δ\Delta) with probability c=1/5c = 1/5. With the remaining probability 4/54/5, it moves +1+1 or 1-1 each with probability 1/21/2. Starting from state 22, find the probability that the particle reaches state 55 (without being killed or hitting 00).

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