Lattice walk escaping a square of half-width two
Question
A particle starts at and moves on the integer lattice, each step going one unit north, south, east or west with probability each. How many steps does it take on average to first reach the boundary of the square with corners , i.e. a point with or ?
Short answer
. By symmetry only three interior states matter: the centre, an edge-adjacent point like , and a corner like . First-step analysis gives , , , whose solution is , and .
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Open the worked solutionLessons behind this question
- Conditional Expectation and Variance Revisited
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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