. For a simple random walk assume there are reflecting barriers at 0 and 3. That is,...
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. For a simple random walk assume there are reflecting barriers at 0 and 3.
That is, when the particle gets to 0 or 3 it goes on the next step to states 1 or 2 (respectively) with probability one. Thus the transition matrix is 0 1 0 0 q 0 p 0 0 q 0 p 0 0 1 0_
(b) If the answer to
(a) is yes, compute the equilibrium probability distribution p.
(c) If Xq = 3, what is the eventual probability that the position of the particle is 3?
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Related Book For
Elementary Applications Of Probability Theory
ISBN: 9780367449056
2nd Edition
Authors: Henry C. Tuckwell
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