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Down-biased walk ever reaching plus one

Question

A particle starts at 00 on the integers and at each step moves up one with probability p=13p=\tfrac13 or down one with probability 23\tfrac23, independently. What is the probability that it ever visits position 11?

Short answer

12\tfrac12. Let hh be the probability of ever climbing one level. Either the first step goes up, or it goes down and the particle must climb two levels: h=p+(1−p)h2h=p+(1-p)h^2. The roots are 11 and p1−p\tfrac{p}{1-p}; with downward drift the smaller root applies, giving 12\tfrac12.

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