Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2016 / Paper 2 / 4 / b

Write $q=35/36$. Alice wins on her $(n+1)$st turn if $n$ complete rounds fail and then she succeeds. These disjoint events give the geometric seriesConsequentlyThe probability of never obtaining a winner is ${\lim }_{n\to \infty }{q}^{2n}=0$. The small advantage over $1/2$ comes from taking the first turn.