I am studying the asymmetric random walk problem from the following notes.
I am bit struggling while understanding the proof of $E(T)<\infty$.
In the notes, a random variable $K$ is defined as $$ K = \inf\{k \in \mathbb{N}; E_k~~ occurs\} $$ is a geometric random variable with success parameter $p^m$ and $P(E_k)=p^m$. This means $K < \infty$ a.s. and that $E(K)=p^{-m}< \infty$.
I am confused why $E(K)=p^{-m}$? Can anyone please exaplain this step? And
If $E(T) < \infty$, then how to show $P(T<\infty)=1$?