3.6.4 The probability of absorption at 0 starting from state k uk D PrfXT D 0jX0 D...

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3.6.4 The probability of absorption at 0 starting from state k uk D PrfXT D 0jX0 D kg (3.70)

satisfies the equation uk D pk Crkuk CqkukC1;

for k D 1; : : : ;N ????1 and u0 D 1;uN D 0: The solution is

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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