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Harvard-MIT Mathematics Tournament

Algebra Difficulty 5.7 AIME, harder Prove it United States

Problem:

A fat coin is one which, when tossed, has a 25\frac{2}{5} probability of being heads, 25\frac{2}{5} of being tails, and 15\frac{1}{5} of landing on its edge. Mr. Fat starts at 00 on the real line. Every minute, he tosses a fat coin. If it's heads, he moves left, decreasing his coordinate by 11; if it's tails, he moves right, increasing his coordinate by 11. If the coin lands on its edge, he moves back to 00. If Mr. Fat does this ad infinitum, what fraction of his time will he spend at 00?

Solution

Solution:

For n∈Zn \in \mathbb{Z}, let ana_n be the fraction of the time Mr. Fat spends at nn. By symmetry, an=a−na_n = a_{-n} for all nn.

For n>0n > 0, we have
an=25an−1+25an+1, a_n = \frac{2}{5} a_{n-1} + \frac{2}{5} a_{n+1},
or
an+1=52an−an−1. a_{n+1} = \frac{5}{2} a_n - a_{n-1}.
This Fibonacci-like recurrence can be solved explicitly to obtain
an=α⋅2∣n∣+β⋅2−∣n∣ a_n = \alpha \cdot 2^{|n|} + \beta \cdot 2^{-|n|}
for all n∈Zn \in \mathbb{Z}. Now we also have
∑n∈Zan=1, \sum_{n \in \mathbb{Z}} a_n = 1,
so we better have α=0\alpha = 0, so that a0=βa_0 = \beta and a±1=β2a_{\pm 1} = \frac{\beta}{2}.

Now we also have
a0=25a−1+25a1+15, a_0 = \frac{2}{5} a_{-1} + \frac{2}{5} a_1 + \frac{1}{5},
so β=13\beta = \frac{1}{3}.

This matches perfectly with ∑n∈Zan=1\sum_{n \in \mathbb{Z}} a_n = 1.

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