There are several solution presented in this "drunk man at the edge of the cliff" problem.
- Random Walk of a drunk man
- https://puzzling.stackexchange.com/questions/6415/does-the-drunk-man-fall-off-the-cliff-a-random-walk-problem
One approach caught my attention, it is straightforward but I don't fully understand it. It is required to find for P where q and p are given and this is the equation:
$P = p + qP^2$
I have two questions:
- Why is it that the probability of moving to the right is qP? I understand why the probability of moving to the left after it is (qP)P.
- I am more a visual learner, I can easily comprehend and easily explain in drawing. Here is how I interpreted it.
I am not sure though if I interpreted it right. Thank you in advance for shading some light.
UPDATE
Based on the comment of @cato, I come up with this figure.
I think this is the right one.

