Suppose a rook starts on the lower left-most square of a standard $8 \times 8$ chess board. The board contains no other pieces.
The rook randomly makes a legal chess move with every turn (directly vertical or horizontal). The rook cannot remain stationary during a turn. What is the expected number of moves for the rook to land on the upper right-most square?
I understand the rook has 14 possible moves for every turn. The problem seems to fit the concept of Markov chains, as the probability distribution of any given move does not depend on the previous. However, I do not understand how to approach this calculation.
Label the board as $\{1,2,\cdots,8\}\times\{1,2,\cdots,8\}$. A key remark is that the number of coordinates of the position of the rook which are equal to $8$ performs a Markov chain, and, obviously, the upper rightmost square is the only square on the board such that this number is $2$. Thus, one asks for the mean hitting time of $2$ by a Markov chain on $\{0,1,2\}$ starting from $0$ with transition probabilities as follows:
Then the usual approach works: one considers the mean hitting time $t_k$ starting from state $k$, then $t_2=0$ and, conditioning on the first step of the Markov chain, one gets $$t_0=1+\tfrac67\cdot t_0+\tfrac17\cdot t_1,\qquad t_1=1+\tfrac12\cdot t_0+\tfrac37\cdot t_1+\tfrac1{14}\cdot0,$$ hence the desired expected time is $$t_0=70.$$ Perhaps surprisingly, starting from the square G7 it takes exactly as many steps to reach the (apparent) neighbour square H8 than starting from the (apparent) farthest square A1.
More generally, for a board of size $n\times n$, $$t_0=n^2+n-2.$$