Module 1:Concepts of Random walks, Markov Chains, Markov Processes
Lecture 3:Markov Chains
Assignment 1.2
(a) Suppose are independent with the following probabilities, i.e., and , and.With , set , and . If , then show that
.
(b) Now if we consider the bivariate process as a random walk on the positive two dimension lattice, then what is the probability that this random walk leaves the rectangle at the top?
are independent with the following probabilities, i.e., 
and 
, and
.With 
, set 
, 
and 
. If 
, then show that
as a random walk on the positive two dimension lattice, then what is the probability that this random walk leaves the rectangle at the top?
