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Random walk exiting a 4 by 4 square sideways

Question

A walker starts at the lattice point (1,2)(1,2) and performs a simple symmetric random walk: each step goes up, down, left or right with probability 14\tfrac14 each. The walk stops as soon as it reaches the boundary of the square with corners (0,0)(0,0), (4,0)(4,0), (4,4)(4,4) and (0,4)(0,4). What is the probability that the walk stops on one of the two vertical sides (x=0x=0 or x=4x=4)?

Short answer

58\tfrac58. From any point on a diagonal of the square, reflecting across that diagonal swaps vertical and horizontal sides, so the chance is 12\tfrac12. From (1,2)(1,2), a step left hits x=0x=0 immediately, and each of the other three steps lands on a diagonal, so the answer is 14+34⋅12=58\tfrac14+\tfrac34\cdot\tfrac12=\tfrac58.

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

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