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- Thread starter Poirot
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- Jan 26, 2012

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Equal probability of +1, -1.What is the transition matrix and state space corresponding to a simple random random walk with absorbing barriers at 1 and 5? I know an absorbing barrier will correspong to a row of zeroes but I don't know what a simple random walk is.Thanks

CB

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- Jan 26, 2012

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Something like:Sorry I don't understand what you mean. Can you give me the matrix?

\[A=\left[ \begin{array}{ccccc}1& 0 & 0 & 0 & 0 \\ 0.5 & 0 & 0.5 & 0 & 0 \\ 0 & 0.5 & 0 & 0.5 & 0

\\ 0 & 0 & 0.5 & 0 & 0.5 \\ 0 & 0 & 0 & 0 & 1 \end{array} \right] \]

CB