Symmetric walk hitting 10 before 0 from 6
Question
A token moves on the integers . At each step it goes up or down by one with equal probability, and it stops for good on reaching either or . Starting at , what is the probability it stops at ?
Short answer
. The position of a symmetric walk is a martingale, so by optional stopping , giving . Equivalently, for gambler's ruin the hit probability is linear in the start point.
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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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