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524概率简单数值题short

Absorption with a Long-Range Jump

题目

A particle moves on {0,1,2,3,4,5}\{0, 1, 2, 3, 4, 5\} with absorbing states 00 and 55. The transitions from transient states are:

  • From 11: to 00 w.p. 1/21/2, to 22 w.p. 1/21/2.
  • From 22: to 11 w.p. 1/31/3, to 33 w.p. 1/31/3, to 44 w.p. 1/31/3 (a long-range jump).
  • From 33: to 22 w.p. 1/21/2, to 44 w.p. 1/21/2.
  • From 44: to 33 w.p. 1/21/2, to 55 w.p. 1/21/2.

Starting from state 22, what is the probability of being absorbed at 55?

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