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Next step of a walk conditioned to hit 7

Question

A particle walks on the integers, moving up by one with probability p=13p=\tfrac13 and down by one with probability 23\tfrac23 at each step. It is now at 44, and you are told that it will at some point reach 77. Given this, what is the probability that its very next step takes it to 55?

Short answer

2/32/3. From ii, the walk ever climbs kk levels with probability (p/q)k=2−k(p/q)^k=2^{-k}. By Bayes, P(up∣hit 7)=p⋅(1/2)2(1/2)3=13⋅2=23P(\text{up}\mid\text{hit }7)=p\cdot\tfrac{(1/2)^2}{(1/2)^3}=\tfrac13\cdot2=\tfrac23. Conditioning on hitting the target flips the step probabilities to qq up and pp down.

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