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Expected time for an upward-biased walk to gain 1

Question

A particle on the integers begins at 00. Each step it moves +1+1 with probability p=23p=\tfrac23 and −1-1 with probability 13\tfrac13. Find the expected number of steps until it first reaches 11 (answer −1-1 if this is infinite).

Short answer

33. Let mm be the expected time to rise one level. After a down step you must rise two levels, taking 2m2m on average, so m=1+(1−p)⋅2mm=1+(1-p)\cdot 2m, giving m=12p−1=3m=\tfrac{1}{2p-1}=3. The drift argument agrees: average speed 13\tfrac13 per step.

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