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For a simple random walkxnwith absorbing boundaries at 0

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

(a) Find the probability that X5 = 0.

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

Reference no: EM13575463

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