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Escape time given the number of attempts

Question

A miner trapped underground repeatedly chooses one of three tunnels uniformly at random, independently each time. Tunnel 1 brings him back to the start after 22 days, tunnel 2 brings him back after 44 days, and tunnel 3 reaches the surface after 88 days. Let XiX_i be the days spent on the ii-th choice, NN the number of choices made up to and including the escape, and TT the total time to escape. Write BnB_n for E[∑i=1nXi]\mathbb{E}\left[\sum_{i=1}^n X_i\right] (no conditioning) and AnA_n for the conditional mean E[T∣N=n]\mathbb{E}[T\mid N=n]. Find lim⁡n→∞An/Bn\lim_{n\to\infty} A_n/B_n, or answer −1-1 if the limit does not exist.

Short answer

9/149/14. Unconditionally each trip averages 14/314/3 days, so Bn=143nB_n=\tfrac{14}{3}n. Knowing N=nN=n means the first n−1n-1 trips used tunnels 1 or 2 (mean 33 days each) and the last used tunnel 3, so An=3(n−1)+8A_n=3(n-1)+8. The ratio tends to 3/143=9143\big/\tfrac{14}{3}=\tfrac{9}{14}.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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