Next step of a walk conditioned to hit 7
Question
A particle walks on the integers, moving up by one with probability and down by one with probability at each step. It is now at , and you are told that it will at some point reach . Given this, what is the probability that its very next step takes it to ?
Short answer
. From , the walk ever climbs levels with probability . By Bayes, . Conditioning on hitting the target flips the step probabilities to up and down.
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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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