Maths Olympiad Prep

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Algebra Difficulty 6.0 National Olympiad Prove it United States

Problem:

Tim starts with a number nn, then repeatedly flips a fair coin. If it lands heads he subtracts 11 from his number and if it lands tails he subtracts 22. Let EnE_{n} be the expected number of flips Tim does before his number is zero or negative. Find the pair (a,b)(a, b) such that
limn(Enanb)=0 \lim_{n \rightarrow \infty}\left(E_{n}-a n-b\right)=0

Solution

Solution:

We have the recurrence En=12(En1+1)+12(En2+1)E_{n} = \frac{1}{2}\left(E_{n-1} + 1\right) + \frac{1}{2}\left(E_{n-2} + 1\right), or En=1+12(En1+En2)E_{n} = 1 + \frac{1}{2}\left(E_{n-1} + E_{n-2}\right), for n2n \geq 2.

Let Fn=En23nF_{n} = E_{n} - \frac{2}{3} n. By directly plugging this into the recurrence for EnE_{n}, we get the recurrence Fn=12(Fn1+Fn2)F_{n} = \frac{1}{2}\left(F_{n-1} + F_{n-2}\right). The roots of the characteristic polynomial of this recurrence are 11 and 12-\frac{1}{2}, so Fn=A+B(12)nF_{n} = A + B\left(-\frac{1}{2}\right)^{n} for some AA and BB depending on the initial conditions. But clearly we have E0=0E_{0} = 0 and E1=1E_{1} = 1 so F0=0F_{0} = 0 and F1=13F_{1} = \frac{1}{3} so A=29A = \frac{2}{9} and B=29B = -\frac{2}{9}.

Hence, En=23n+2929(12)nE_{n} = \frac{2}{3} n + \frac{2}{9} - \frac{2}{9}\left(-\frac{1}{2}\right)^{n}, so limn(En23n29)=0\lim_{n \rightarrow \infty}\left(E_{n} - \frac{2}{3} n - \frac{2}{9}\right) = 0. Hence (23,29)\left(\frac{2}{3}, \frac{2}{9}\right) is the desired pair.

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Source: MathNet, licensed CC-BY-4.0. Statement reproduced verbatim; metadata (topic, difficulty) added by this project.