Solution

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

The homogeneous linear recurrence relation has characteristic polynomial , hence general solution . For the expected-time recurrence, rearrangement gives , for which is a particular solution. Thus
Imposing the absorbing boundary conditions from the preceding parts gives the gambler's ruin formulas

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