Hot answers tagged


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 ...

Only top voted, non community-wiki answers of a minimum length are eligible