5979概率困难数值题long
Three-Level Exit With a Non-Absorbing Barrier
题目
A fair simple random walk starts at 0. Three levels are marked: -3, +2, and +6. Only the two extreme levels, -3 and +6, are absorbing; the walk passes freely through +2. Find the probability the walk is absorbed at -3, and the expected absorption value E[S_T].
解题计时
0:00
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你的答案
P(absorb at -3)
E[S_T]