Solution

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

Let be the expected number of visits to state before absorption, counting the present state when . Its reward equations are
The last equation gives , so the second nontrivial equation gives . Hence , and
Thus the expected occupation count is two; together with the previous parts, this is the four-state reflecting absorbing random walk calculation.

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