PHYSICS · Subjective · Fermi University Physics · Mathematical Methods for Physics · Probability, statistics and stochastic methods · Probability, statistics and stochastic methods
Error, Chance and the Machine, Ch Random walks and Markov chains
Problem
An unbiased random walker moves on the integers 0,1,…,14, stepping left or right with probability 21 each, and stops on reaching either wall (site 0 or site 14). It starts at site 5. Find the mean number of steps to absorption.