Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2021/discrete-mathematics-continuous-mathematics-and-probability/9/a/solution

Condition on the fair coin choosing the initial chamber. The law of total probability gives . With , substituting the biased gambler's ruin probability gives
Both numerator and denominator in the first case have the same sign. Its limit as is the fair-walk value, since the ratio of their first derivatives is . The averaging is over initial locations, not over the transition probabilities.

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