Two urns each contain balls, with red and blue balls in total. Independently choose one ball uniformly from each urn and exchange them. The red count in the first urn is a Markov chain on . Its upward and downward probabilities are displayed above, and the probability of remaining at is . Thus . Starting from , linearity of expectation gives , with the initial value separately understood when . Random exchanges drive the expected imbalance toward zero.

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