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Biased random walk hitting probability
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Recurrent Markov chain
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Words: 23
For nearest-neighbour random walk on
Z
+
with upward probability
p
>
q
, the probability of ever hitting zero from
i
is
(
q
/
p
)
i
.
Ancestors
(7)
Recurrent Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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