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First, let us formulate the problem mathematically: A symmetric random walk starts at 0 and moves up or down one unit (with equal probability) every 1 second. The are two absorbing barriers located at H and -L, with $H,L>0$. Given infinite time, what is the probability $p_H$ that H will be hit before -L is hit and what is the probability $p_L$ that -L ...



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