Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2010/m/m2/c/ii/solution

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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