Question: Please help with this question Consider a general random walk with the following transition matrix 0 1 2 3 - - - N 0 3

Please help with this question

Consider a general random walk with the following transition matrix 0 1 2 3 - - - N 0 3 O where Zic 70 , Pc ) 0 for K=1, 2, .., IV -1. Let 7 = min f n zo ; Xn = 0 or Xy= Ny and U . = P F X Z = J X . = i Y By first step analysis, we know that up = q rui, + fill + Pills for 1=1, 4 -, N- 1 and we = l ly = D Show that" where PK = P1 - - PIC

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