Question: Consider the random walk of Example 4.19. Suppose that p >1/2, and let mi denote the mean number of transitions until the random walk, starting

Consider the random walk of Example 4.19. Suppose that p >1/2, and let mi denote the mean number of transitions until the random walk, starting in state 0, has value i, i > 0. Argue that

(a) m1 = 1 +(1 −p)2m1

(b) Find mi, i >0.

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