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Jun 09'24

Exercise

[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

A process moves on the integers 1, 2, 3, 4, and 5. It starts at 1 and, on each successive step, moves to an integer greater than its present position, moving with equal probability to each of the remaining larger integers. State five is an absorbing state. Find the expected number of steps to reach state five.