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September 15, 2014

September 15, 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.

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