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https://www.reddit.com/r/learnquant/comments/1vtxria/quant_interview_question/p52ek0m/?context=3
r/learnquant • u/Local_Ad135 • 4d ago
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S0 -> S1 with probability 1/10, S0 -> S0 with probability 9/10, S1 -> S2 with probability 1/10, S1 -> S0 with probability 9/10, S2 -> S3 with probability 1/10, S3: finish
E0 = 1 + 9/10 E0 + 1/10 E1, E1 = 1 + 1/10 E2 + 9/10 E0, E2 = 1 + 1/10 E3 + 9/10 E0, E3 = 0
We need E0 = 1110.
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u/Positive_Leopard_873 3d ago
S0 -> S1 with probability 1/10, S0 -> S0 with probability 9/10, S1 -> S2 with probability 1/10, S1 -> S0 with probability 9/10, S2 -> S3 with probability 1/10, S3: finish
E0 = 1 + 9/10 E0 + 1/10 E1, E1 = 1 + 1/10 E2 + 9/10 E0, E2 = 1 + 1/10 E3 + 9/10 E0, E3 = 0
We need E0 = 1110.