If there are four states:A,B,C,D. Probability of moving to the left is b and prob of moving to the right is a. If starting at state B, what is probability of arriving at state D? The hit says to introduce the probability of moving from C and ended in state A.
Sorry, I forget to say that once arrives at A or D, the whole process end. So starting from B, it can not move to left if the destination is D.