Random Walk on Nonnegative Integers
A particle performs a random walk on the non-negative integers as follows. When at the point n (> 0) its next position is uniformly distributed on the set {0, 1, 2,..., n + 1}. When it hits 0 for the first time, it is absorbed. Suppose it starts at the point a. Find the probability that its position never exceeds a.
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- unanswered
- 211 views
- Pro Bono
Related Questions
- Find the maximum likelihood estimator
- How to adjust for an additional variable.
- Assess team win rate by combining individual win rates?
- Statistics problem
- Goalscorer Probability question
- Probabilty question
- Expected Value of the Product of Frequencies for a Triangular Die Rolled 15 Times
- Conditional mean and variance for joint PDF
Such advanced question warrants a bounty of 25$ I believe