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Reflected nearest-neighbour random walk
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Probability and statistics
Probability theory
Markov process
Markov chain
Continuous-time Markov chain
Jump chain
Created
2026-09-24
Updated
2026-09-24
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On
N
, let the chain
jump
from every
i
≥
1
to
i
+
1
with
probability
p
and to
i
−
1
with
probability
1
−
p
, and
jump
from zero to one. It is recurrent exactly when
p
≤
1/2
; at
p
=
1/2
it is null recurrent.
Ancestors
(9)
Jump chain
Continuous-time Markov chain
Markov chain
Markov process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2023
/
ii
/
Paper 2
/
28J
/
b
/
Solution
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