Lattice walk back to origin before the square edge
Question
A particle starts at on the integer grid and at each step moves one unit up, down, left or right, each with probability . Let be the boundary of the square whose corners are . What is the probability that the particle comes back to before it first touches ?
Short answer
. After the first step the particle is at a neighbour like ; let be the success probability from there and from a corner like . Then (two of its moves hit ) and , so , i.e. .
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Open the worked solutionLessons behind this question
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
- Gambler's Ruin and First Passage Times
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