I hope you could help me with this problem...
The game goes this way:
There are 6 players, numbered 1 to 6.
Player 1 starts the game, he rolls a die with six faces. If the result (x) of rolling the die is 1 then Player 1 wins. Else the player number x starts his turn. The game goes on and the Player x rolls the die, if the result (y) is equal to x then Player x win, else it's the turn of Player y. And so on.
I thin the probability of the Player 1 to win is $\frac{2}{7}$. But the question is: If player one has won, wich is the expected number of times he thrown the dice?
I try to do this: $p_n$ = probability that player 1 wins on the n round. $$p_1 = 1/6$$ $$p_2 = 0$$ $$p_3 = \frac{5}{6} \times \frac{1}{6} \times \frac{1}{6}$$
If I have a general formula for $p_n$ I would sum $$n \times p_n$$ for all value of $n$ and I have the expected number of rounds. But I can't find this $p_n$.
Thank you so much!!!
Note: I extended this answer and fixed a missing $z$ in equation $(\star)$ based on the comments.
For each player the probability of win changes depending on whether they are the one rolling. Pick any player. Let $P$ be the probability that the player wins given that they are rolling and $Q$ be the probability that the player wins if someone else is rolling.
If the player is rolling, then they win in that roll with probability $1/6$ and have to pass the dice with probability $5/6$ and become a non-rolling player. So $$P = 1/6 + 5/6 Q.$$ Similarly, $$ Q = 4/6 Q + 1/6 P.$$
Solving the equations gives $P = 2/7$ and $Q = 1/7$. So the probability that player 1 wins, as you said, is 2/7.
Now let $f(z)=\sum_{n=1}^\infty p_n z^n$, where $p_n$ is the probability that player 1 wins in $n$ rounds given that she is rolling; and $g(z)=\sum_{n=1}^\infty q_n z^n$, where $q_n$ is the probability that player 1 wins in $n$ rounds given that she is not rolling. Similar to the previous part:
\begin{align} f(z)&=1/6 z + 5/6 z g(z)\\ g(z)&=1/6 z f(z) + 4/6 z g(z),\qquad(\star) \end{align} which results in $$f(z)=\frac{2 z (3-2 z)}{(z+6) (6-5 z)}$$ (note that $f(1)=2/7$). The requested expected value is $f'(z)/f(z)$ at $z=1$ so it equals $$27/7.$$
If we are only interested in the number of throws of player 1, then the equations change as follows: \begin{align} f(z)=&1/6 z + 5/6 z g(z)\\ g(z)=&1/6 f(z) + 4/6 g(z), \end{align} Note that $z$ does not count the throws by the other players. So we get $$ f(z)=\frac{2z}{12-5z}\cdot $$ Now $f'(1)/f(1)=12/7$ is the expected number of throws of player 1, given that she wins.