Homework Statement
Markov process has probabilities p_{j,j+1} = 1-p_{j,0} = (\frac{j+1}{j+2})^k for j=0,1,2,...
If T_j = min[n>1 : X_n=j]
What is E[T(j)|X_0=j] for j=0,1,2,...?
Homework EquationsThe Attempt at a Solution
I figured that T(j)|X_0=j is j+1 but don't know how to work out the...