Expected time for an upward-biased walk to gain 1
Question
A particle on the integers begins at . Each step it moves with probability and with probability . Find the expected number of steps until it first reaches (answer if this is infinite).
Short answer
. Let be the expected time to rise one level. After a down step you must rise two levels, taking on average, so , giving . The drift argument agrees: average speed per step.
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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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