問題詳情

3.(24%)Two players are tossing (possibly biased) coins, on each toss, the probability player 1 wins one centis p, and the probability player 1 loses one cent is q = 1 - p, where c is the total number ofpennies of both players. Define a Markov chain {Xn}, where Xn = j means that player 1 has jcents after the n-th toss. The game continues until one player goes broke (the other player wins).
【題組】(a) What are the absorbing states of this Markov chains? (4 points)

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