Brilli the ant starts on a number line at the number 0, and flips a fair coin. If it lands on heads, he goes to the right (+1), but if it lands on tails, Brilli goes to the left (-1). However, there is a wall at the point , and as such if Brilli ever finds himself at the point , he will always go to the right, regardless of what the result of the coin flip is.
Brilli keeps flipping coins and moving until he eventually reaches the point 100. What is the expected number of times Brilli visited the wall at -1000?
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Relevant wiki: Expected Value - Problem Solving
Let E ( x ) be the expected number of wall bumps when starting from point x . We have the following three identities:
Now, interestingly, we can induct using the second and the third identities to prove that E ( x ) = 1 + E ( x + 1 ) . (Induct from x = − 1 0 0 0 upward.) After obtaining this relation, we can use induction again with the first identity to show that E ( x ) = 1 0 0 − x . (Induct from x = 1 0 0 downward.) We're seeking for the value of E ( 0 ) , which is 1 0 0 − 0 = 1 0 0 .
First, it's surprising that the answer is 100, while it looks like the finish is much closer and thus the answer should be tiny. This is intuitively explained by the fact that in the off-chance that we do go left a lot, we will bump the wall many, many times before we finally manage to go back to the right, to the finish line.
More surprisingly, it doesn't matter where the wall to the left of us is; the wall can be at -1, at -1000, or at negative Graham's number, and the expected value is the same. The intuition is similar: apparently, even though the chance of going close to the wall shrinks as we go farther, in that tiny chance that we do go there, the chance of us exiting also shrinks as well, thus we bump the wall many more times that it offsets the probability completely.