Two walkers returning home with one always behind
Question
Two independent simple symmetric random walks run on the integers: Tort starts at and Bort starts at , each moving with equal probability every step. Find the probability that after steps both are back at their starting points and Tort has been strictly to the left of Bort after every one of the steps. Writing the answer as
with and , find the sum of the squares of the six integers .
Short answer
. View the pair as one walk in the plane with diagonal steps; the gap moves by or , so it can only reach by landing on the diagonal. Reflecting across , bad paths from back to match paths to , giving . Then .
Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.
See the hint and the full worked solution in the question bank (free account).
Open the worked solutionLessons behind this question
Start with a free lesson: Probability Fundamentals is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.
Read it free