Coming back before the end
A symmetric random walk on the integers starts at 17. Each step is or with probability , and the walk stops when it reaches 0 or 100.
Find the probability that the walk visits 17 again before it stops.
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
Condition on the first step: to 16 or to 18.
From 16, coming back to 17 before 0 is a gambler's ruin problem on .
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s Shown after a correct answer. Revealing it first marks the problem as seen, not solved.
Idea. After the first step, the walk is one step away from 17 and must reach 17 before the nearer end of the board. Each side is a gambler's ruin problem.
Step 1: down first. From 16, the walk must reach 17 before 0. A fair walk started at 16 on hits 17 first with probability .
Step 2: up first. From 18, the walk must reach 17 before 100. On , starting 1 step from 17 and 82 steps from 100, it hits 17 first with probability .
Step 3.
Interpretation. The walk comes back to 17 about 96.5% of the time before stopping. The number of visits to 17 is geometric: on average the walk visits 17 about times, counting the start.