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522概率中等数值题medium

Gambler's Ruin with Stochastic Resetting

题目

A gambler plays on {0,1,2,3,4,5}\{0, 1, 2, 3, 4, 5\} with absorbing barriers at 00 and 55. At each step from transient state kk, with probability r=1/4r = 1/4 the gambler is "reset" to state 33 (regardless of current position), and with probability 3/43/4 she takes a fair step (+1+1 or 1-1 each with probability 3/83/8). Starting from state 22, find the probability of reaching 55 before 00.

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