Upward-biased walk ever reaching +1
Question
A particle begins at and moves along the integers in steps of size one: each step is upward with probability and downward otherwise, independently. What is the probability that the particle eventually visits position ?
Short answer
. Let be the probability of ever climbing one level. A first step up succeeds; a first step down requires climbing two levels, so , with roots and . Since , : a walk with upward drift reaches almost surely.
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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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