Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ib/paper-4/7h/a/solution

Let . First-step analysis gives
and, because state moves to or remains at with equal probabilities,
The last equation gives . Substitution into the second gives , and the first then gives . Hence
These are the expected hitting times of the absorbing state.

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