Thursday

January 29, 2015

January 29, 2015

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.

**Answer this Question**

**Related Questions**

Poofs - Let {X_n} be a sequence of real numbers that is bounded above by M and ...

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....

Sequences - If {x_n} is not bounded above, does x_n -> infinity? prove there ...

Proof - Let {x_n} and {y_n} be real valued sequences suppose x_n->0 and {y_n...

Math Proof - Let {X_n} be a sequence of real numbers that is bounded above by M ...

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,...