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Linear AlgebraSuperchallengeMarkov Chains & Long-Run Behavior

Markov Chains & Long-Run Behavior · Superchallenge problem

A fair random walk on {0,1,2,3,4}\{0, 1, 2, 3, 4\} moves ±1\pm 1 with probability 1/21/2 each and is absorbed at 00 and at 44. Starting at 22, let TT be the number of steps until absorption. What is the variance of TT?