Question: The two previous problems have the following form: Show that (a) The probability of being absorbed in A rather than B is ac/(a + b)(c

The two previous problems have the following form:

1 1 l - a - b 2 0 A 0 B 0 2 a 1 - c - d 0 0 A 0 C 1 0 B b d 0 1

Show that

(a) The probability of being absorbed in A rather than B is ac/(a + b)(c + d) and

(b) The expected time to absorption starting from 1 is 1/(a + b) + a/(a + b)(c + d).

1 1 l - a - b 2 0 A 0 B 0 2 a 1 - c - d 0 0 A 0 C 1 0 B b d 0 1

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