3.4.2 A zero-seeking device operates as follows: If it is in state m at time n, then...

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3.4.2 A zero-seeking device operates as follows: If it is in state m at time n, then at time nC1, its position is uniformly distributed over the states 0;1; : : : ;m????1.

Find the expected time until the device first hits zero starting from state m.

Note: This is a highly simplified model for an algorithm that seeks a maximum over a finite set of points.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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