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
- 402 views
- Pro Bono
Related Questions
- Goalscorer Probability question
- What is the normal probability distribution function?
- Probability
- Sample size calculation - single mean method
- Trying to figure out probability problem for a series
- Probability question
- Stochastic Processes Questions
- Choosing the right statistical tests and how to organize the data accourdingly (student research project)
Such advanced question warrants a bounty of 25$ I believe