Pattern recurrence
A fair standard die is rolled until two consecutive s first appear. Find the expected number of rolls.
Solution
High-level idea
Model the process as a Markov chain with two transient states tracking the current "run" of consecutive 1s. Set up first-step equations and solve the linear system.
States and equations
Let be the probability of rolling a 1. Define:
- : start, or the last roll was not a 1.
- : the last roll was a 1 (one consecutive 1 in progress).
Let be the expected number of additional rolls needed to reach absorption (two consecutive 1s) from each state.
From — one roll is used; with probability we move to , with probability we remain in :
From — one roll is used; with probability we finish (0 more rolls), with probability we return to :
Solving the system
Rearranging the first equation:
Substituting :
Check: , and . ✓
Final answer
The expected number of rolls is .