Expected time for an upward-biased walk to reach 7
Question
A particle on the integers starts at and at each step moves with probability or with probability . Find the expected number of steps until it first reaches (or say if this is infinite).
Short answer
. Reaching 7 means seven successive first-passages up by one level, each with the same mean. For one level, gives (equivalently, distance divided by the drift ). 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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