Assume we have a number ##S_0##. For ##i=1..n## define$$S_i=\begin{cases}(1+b)S_{i-1}\text{ with probability }p\\(1+a)S_{i-1}\text{ with probability }1-p\end{cases}$$.(adsbygoogle = window.adsbygoogle || []).push({});

What is the expected value of ##S_n##?

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# Computing an expectation

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