A fair walk between 0 and 8
A fair walk is absorbed at 0 and at 8, and starts at 5. Find the probability of reaching 8 before 0, and the expected absorption time.
Worked answer (click to show)
Fair steps give hitting probability h_x=x/d and expected duration e_x=x(d-x). Here d=8 and x=5, so the probability of reaching 8 before 0 is 5/8, and the expected number of steps is 5(8-5)=15.