Biased walk with up-probability one third reaching 7
Question
A particle starts at on the integer line. At every step it moves up by one with probability and down by one with probability , independently of the past. What is the probability that the particle ever visits position ?
Short answer
. The chance of ever climbing one level from where you are is (from the equation , taking the smaller root). Climbing seven levels needs seven independent such successes, so the answer is .
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Open the worked solutionLessons behind this question
- Gambler's Ruin and First Passage Times
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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