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exit time for random walk problem

Subject: exit time for random walk problem
From:
Date: 30 Oct 2006 20:30:29 -0800
Newsgroups: sci.math
Can someone help me in finding an expected time for standard linear
random walk with two exit states to reach one exit state. Say, a walk
with +1 and -1 steps (probabilities p and 1-p)  starts at the position
0 and has final states at -k and +n. What would be the expected time to
reach n?
I am going to go through stopping time theory but for now I'd like to
understand, if possible, in simple terms how such problems can be
handled.


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