Random walk exiting a 4 by 4 square sideways
Question
A walker starts at the lattice point and performs a simple symmetric random walk: each step goes up, down, left or right with probability each. The walk stops as soon as it reaches the boundary of the square with corners , , and . What is the probability that the walk stops on one of the two vertical sides ( or )?
Short answer
. From any point on a diagonal of the square, reflecting across that diagonal swaps vertical and horizontal sides, so the chance is . From , a step left hits immediately, and each of the other three steps lands on a diagonal, so the answer is .
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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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