 Solution

If the urn contains $g$ green balls, it contains $g+2$ red balls: both update rules preserve the difference $R-G=2$. Until absorption at $g=0$, the green count is therefore a birth-death chain withThe functionis harmonic, since

Let ${\tau }_0$ and ${\tau }_N$ be the hitting times of $0$ and $N$. The optional sampling theorem for a supermartingale, applied to the bounded stopped martingale $h(G_{n\wedge {\tau }_0\wedge {\tau }_N})$, givesSolving,Letting $N\to \infty$, the events on the left increase to eventual termination. The harmonic hitting probability for the balanced-difference urn is therefore