Question: 2. Consider a random walk on the integers with absorbing barriers at 0 and N in which, at each stage, the particle may jump one

2. Consider a random walk on the integers with absorbing barriers at 0 and N in which, at each stage, the particle may jump one unit to the left (with probability α), remain where it is (with probability β), or jump one unit to the right (with probability γ ), where α, β, γ > 0 and

α + β + γ = 1. If the particle starts from the point

a, where 0 ≤ a ≤ N, show that the probability that it is absorbed at N is given by equation (10.24) with p = 1 −q = γ /(α +γ ).

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Elementary Probability For Applications Questions!