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King-move walk returning to the corner in two steps

Question

A piece starts on a corner square of an 8×88\times8 board. On each turn it moves to one of the squares adjacent to it horizontally, vertically or diagonally, picking uniformly among the moves that keep it on the board. What is the probability that it is back on its starting corner after exactly two moves?

Short answer

740\tfrac{7}{40}. From the corner there are 3 moves: two go to edge squares, each with 5 legal moves, and one goes to the diagonal neighbour, which has 8. Each of those squares has exactly one move back, so the probability is 23⋅15+13⋅18=740\tfrac23\cdot\tfrac15+\tfrac13\cdot\tfrac18=\tfrac{7}{40}.

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

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