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modified random walk

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Poirot

Banned
Feb 15, 2012
250

(1)Consider the expected duration of the modified random walk. Show that conditioning on the first step produces a recurrence equation of the following form.​
E
a = ˜pEa+1 + ˜qEa1 + ˜c.



(2)Clearly identify the values of ˜p, ˜q and ˜c in terms of p, q and r.



Thanks
 

CaptainBlack

Well-known member
Jan 26, 2012
890

(1)Consider the expected duration of the modified random walk. Show that conditioning on the first step produces a recurrence equation of the following form.​
E
a = ˜pEa+1 + ˜qEa1 + ˜c.



(2)Clearly identify the values of ˜p, ˜q and ˜c in terms of p, q and r.



Thanks
Please post the entire question, in particular the definition of your modified random walk

CB