Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/ib/paper-1/19h/b/solution

There are no visits when the initial excursion returns to before hitting , so
For , the chain must first hit , return to before exactly times, and then hit before another return to . The Strong Markov property gives
The formula also covers the boundary cases and .

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