i am struggling with this task:
Let X be a Markov chain on {0,1,..,N} with
$\mathbb{P}$($X_k$ = n |$X_{k-1}$ = m) = $\frac{1}{N-m}$, if n > m (0 else).
I have to compute $E_0(T_N)$ (the mean of the first hitting time of N if X starts in 0).
Obviously N will be an absorbing state (thus it will be hit some time) but I dont know how to compute the mean of the first hitting time
