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Winning a tennis game from 30 all

Question

In a game of tennis the points run 0,15,30,400,15,30,40. A player on 4040 whose opponent has fewer points wins the game by taking the next point. At 4040–4040 (deuce) the next point gives its winner the advantage; the player with advantage wins the game by also taking the following point, but if they lose it the score returns to deuce.

Novak and Carlos are at 3030–3030. Novak wins each point with probability 0.60.6, independently. What is the probability that Novak wins the game?

Short answer

913\tfrac{9}{13}. From 3030–3030, just like from deuce, a player needs to win two points in a row before the opponent does; a split pair returns the score to a tied state. Novak takes two straight with probability 0.360.36 and Carlos with 0.160.16, so Novak wins with probability 0.360.36+0.16=913\tfrac{0.36}{0.36+0.16}=\tfrac{9}{13}.

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

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