Ben Chuanlong Du's Blog

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Expected Time to Hit Zero

Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!

Let \(DU(0, n)\) be the discrete uniform distribution on \(0\), \(1\), ..., \(n-1\). Define random variables as below.

$$X_1 \sim DU(0, n)$$
$$X_{i+1} \sim DU(0, X_{i …