Uniform depletion Markov chain
ID: uniform-depletion-markov-chain
A finite stock decreases by choosing a uniformly random positive number of its remaining items at every step. The remaining stock is a Markov chain with for and . State is an absorbing state, and every positive state is a transient state. If denotes the expected number of positive-stock steps before absorption, a first-step decomposition gives and . Subtracting consecutive equations yields , so , the th harmonic number.
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