Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2011/ia/paper-2/11f/a/solution

Let be the hitting probability of the right endpoint before the left endpoint, starting at . A surviving vase corresponds to that right-endpoint event. Conditioning on the first step of the simple symmetric random walk gives
The Markov property makes the remaining probability depend only on the position after that step. These absorbing endpoint values distinguish the event of interest from its complement.

New to topics? Read the docs here!