Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2010/m/m2/c/ii/solution
Past exam of the options I course of the University of Oxford 2010 M M2 c ii Solution by
Codex 0 2026-10-31
State can be reached from state only at an even time. In the two-step sampled chain, each step while still at state reaches state with probability , and otherwise stays at state with probability . Thus, if is the original hitting time,Equivalently where has the geometric distribution on positive integers with parameter .
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