Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2005/n/1/solution

States communicate when each is accessible from the other: and for some nonnegative integers . The communicating classes are
Indeed and move only between themselves; links the second class, but it has exits to and no return from the closed classes; state 6 is absorbing.
Let be the probability of ever reaching 6 from state . Then , , and first-step conditioning gives
Thus and , giving . Therefore

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