You are one step away from falling down a cliff. In each step, you have 1/3 chance of moving towards the cliff, 2/3 chance of moving away from the cliff. What is the probability you fall down the cliff? Solution It is 1/2, and there are 3 ways to approach this. Let's say we are at position 0, and the cliff is at position -1. We go +1 with probability p, and go -1 with probability 1-p. Approach 1. Catalan number: All paths that end with falling down the cliff can be broken down to two parts: 0 -> ... -> 0 and 0 -> -1. The path 0 -> ... -> 0 is Catalan; if we fix the path length to 2n, then the number of paths would be C_n. What we want to compute is the total probability = (1-p) sum { C_n (p(1-p))^n }. We can use the generating function for Catalan to arrive at: if p <= 1/2, probability = 1; if p > 1/2, probability = 1/p - 1. Approach 2. Let P(i) be the probability of reaching -1 from position i. P(0) = 1-p + pP(1) Also, P(1) can be derived as follows: can we r...
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