Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2019/discrete-mathematics-continuous-mathematics-and-probability-resit/7/b/i/solution

Let be the expected additional flips when there is no immediately preceding tail, and the expectation when the preceding flip is a tail. A one-step first-step analysis gives
Solving gives and . To justify finiteness before manipulating these expectations, split the flips into independent two-flip blocks. Each block has probability of being ; hence . This geometric tail bound from a uniform escape probability makes the expectation finite. The state is essential because successive possible pairs overlap: the waiting time is not itself a geometric distribution with parameter .

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