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Find the probability of the process reaching

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Reference no: EM13278211

For a simple random walkXnwith absorbing boundaries at 0 and 4, and step-up probabilityp= 2/3, assume that initially it is uniformly distributed on states 1, 2, 3.

(a) Find the probability thatX5= 0.

(b) Find the probability of the process reaching 0 at time 5 but not earlier.

Reference no: EM13278211

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