Question: Exercise 10.20 Consider a simple random walk with p 6= q. Show that, conditional on the walk returning to its starting point at some time,

Exercise 10.20 Consider a simple random walk with p 6= q. Show that, conditional on the walk returning to its starting point at some time, the expected number of steps taken before this occurs is 4pq

|p − q|(1 − |p − q|)

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