Solution

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

Let be the expected remaining hitting time of either endpoint, measured in minutes. The first step consumes one minute, after which first-step analysis gives
The expectation is finite: from any interior state, a block of twenty leftward steps guarantees absorption and has probability . Thus the survival probability over successive twenty-step blocks has a geometric upper bound. This justifies using finite expectations in the recurrence.

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