A rook begins at a corner of an chessboard. Every minute, it makes a legal move, where each move has the same probability of being chosen. What is the expected number of minutes before the rook reaches the opposite corner?
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There are three types of square on the chessboard. Type 1 squares are those from which the rook must take at least two moves to get to the top-right corner; these are squares in rows 1 − 7 and in columns 1 − 7 . Type 2 squares are those from which the rook can reach the top-right corner in one move; these are squares in row 8 and columns 1 − 7 , or else in column 8 and rows 1 − 7 . The only Type 3 square is the top-right target square in row 8 and column 8 . We are counting rows from the bottom, and columns from the left.
From a Type 1 square, the rook will move to another Type 1 square with probability 7 6 , and will move to a Type 2 square with probability 7 1 . From a Type 2 square, the rook will move to a Type 1 square with probability 2 1 , will move to another Type 2 square with probability 7 3 , and will move to the Type 3 square, ending the game, with probability 1 4 1 .
Given these observations, the expected number of moves until the game ends only depends on the Type of the starting square, and not more generally on the actual square. Let E 1 be the expected number of moves to end the game, starting from a Type 1 square, and let E 2 be the expected number of moves to end the game, starting from a Type 2 square. Conditional expectation arguments tell us that E 1 E 2 = = 7 6 ( E 1 + 1 ) + 7 1 ( E 2 + 1 ) 2 1 ( E 1 + 1 ) + 7 3 ( E 2 + 1 ) + 1 4 1 × 1 and hence E 1 = E 2 + 7 8 E 2 = 7 E 1 + 1 4 Solving these simultaneous equations yields E 2 = 6 3 and E 1 = 7 0 .