Question: For simple random walk Sn with absorbing barriers at 0 and N, let W be the event that the particle is absorbed at 0

For simple random walk Sn with absorbing barriers at 0 and N,

For simple random walk Sn with absorbing barriers at 0 and N, let W be the event that the particle is absorbed at 0 rather than at N, and let Pk = P (W|So = k). Show that, if the particle starts at k with 0

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To solve this problem lets denote by Pk the conditional probability that the first step is rightwards given that the particle is absorbed at 0 rather than at N and started at position k We want to sho... View full answer

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