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Harmonic hitting probability for the balanced-difference urn

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Hitting probability
Created 2026-09-24 Updated 2026-09-28  0 By others on same topic  0 Discussions Create my own version
Suppose an urn starts with m green balls and m+2 red balls. Drawing green removes one green ball, while drawing red adds one green and one red ball. The difference remains two, and h(g)=1/(g+1) is harmonic for the green-ball chain. Stopping h on hitting 0 or N and then letting N tend to infinity gives termination probability
Pm​(τ0​<∞)=m+11​.
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  1. Hitting probability
  2. Markov chain
  3. Markov process
  4. Probability theory
  5. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / ib / Paper 2 / 18H / Solution

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