I came across a "die roll" probability question that has me stumped.
Two fair die are being rolled by players A and B, who alternate, with A rolling first (ie. A then B then A then B...so long as the game hasn't been won). In order to win the game, a player must roll a 4 following the previous player's 1. What's the probability that A wins the game?
The normal form of this question -- "the first player to roll a 4" -- is simple enough, but I'm having a hard time understanding how the conditional aspect changes the calculation. Any thoughts?
The problem can be solved by recursion. Let $p_n$ be the probability that consecutive rolls of $1,4$ occur within the first $n$ rolls. Using inclusion/exclusion, this is
If both occur then roll $n-1$ must be a $1$, so if $1,4$ occurs within the first $n-1$ rolls it must actually have occurred within the first $n-2$. Thus $$p_n=\frac{1}{36}+p_{n-1}-\frac{1}{36}p_{n-2}\ .$$ Since we also have the conditions $p_0=p_1=0$, we can solve by standard methods to obtain $$p_n=1-\frac{3}{\sqrt8}\left(\frac{3+\sqrt8}{6}\right)^{n+1}+\frac{3}{\sqrt8}\left(\frac{3-\sqrt8}{6}\right)^{n+1}\ ,$$ on the unlikely assumption that I have got the calculations correct.
Now A wins if for some $n=1,3,5,\ldots$, rolls $1$ to $n$ do not include $1,4$ and rolls $n+1,n+2$ are $1,4$. The probability of this happening is $$\sum_{n=1\atop n\;\rm odd}^\infty \frac{1}{36}(1-p_n)$$ which is the sum of two geometric series and after a bit of work evaluates to $\frac{36}{73}$.