Wednesday

August 20, 2014

August 20, 2014

Posted by **W** on Friday, September 7, 2012 at 1:13am.

Let X_n denote the random walk with transitions

X_{n+1} = CASE 1: X_n + 1 with probability p and CASE 2: X_n - 1 with probability q.

For i ≥ 0, we set u_i = P(X_n = 0 for some n ≥ 0|X_0 = i).

Give the value of u_0.

**Related Questions**

mathematical statistics - Suppose X_n is a sequence of independent Bernoulli ...

mathematical statistics - Suppose a_n∈ [0,1] and X_n is a sequence of i.i....

Simple Calculus - The sequence \{x_n\}_{n=1}^{n=20} is defined as x_n = (-1)^n n...

math - The sequence x_1, x_2, x_3, . . ., has the property that x_n = x_{n - 1...

math - repost - The sequence x_1, x_2, x_3, . . ., has the property that x_n = ...

heeeelp math - Find the largest possible number of distinct integer values {x_1,...

plsheeeeeeeeeeelp math - Find the largest possible number of distinct integer ...

heeeeeeeeelp math - Find the largest possible number of distinct integer values...

help maaaaath - Find the largest possible number of distinct integer values {x_1...

Finite Mathematics - Two dice are rolled. Let the random variable X denote the ...