Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2015/prelims/mathematics-iii/4/b/ii/solution

At an absorbing state, the remaining absorption time is zero, so . Multiplying the linear recurrence relation by three gives
The second finite difference of is two. A particular solution is therefore , while every solution of the corresponding homogeneous linear recurrence relation has the form . The boundary conditions give and , hence
This is the mean absorption time of a lazy symmetric random walk with holding probability .

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