Problems

A frog jumps towards a large pond. Each jump takes the frog either \(1\,\)m or \(2\,\)m nearer to the pond. The probability of a \(1\,\)m jump is \(p\) and the probability of a \(2\,\)m jump is \(q\), where \(p+q=1\), the occurence of long and short jumps being independent.

1. Let \(p_n(j)\) be the probability that the frog, starting at a point \((n-\frac12)\,\)m away from the edge of the pond, lands in the pond for the first time on its \(j\)th jump. Show that \(p_2(2)=p\).
2. Let \(u_n\) be the expected number of jumps, starting at a point \((n-\frac12)\,\)m away from the edge of the pond, required to land in the pond for the first time. Write down the value of \(u_1\). By finding first the relevant values of \(p_n(m)\), calculate \(u_2\) and show that $u_3= 3-2q+q^2\(.
3. Given that \)u_n\( can be expressed in the form \)u_n= A(-q)^{n-1} +B +Cn$, where \(A\), \(B\) and \(C\) are constants (independent of \(n\)), show that \(C= (1+q)^{-1}\) and find \(A\) and \(B\) in terms of \(q\). Hence show that, for large \(n\), \(u_n \approx \dfrac n{p+2q}\) and explain carefully why this result is to be expected.