Tuesday, 20 August 2013

Markov Chain discarding balls from urn

Markov Chain discarding balls from urn

The following question has me stumped. Any ideas on how to get started?
An urn contains $n$ green balls and $n+2$ red balls. A ball is picked at
random: if it is green then a red balls is also removed and both are
discarded; if it is red, then it is replaced together with an extra red
and an extra green ball. This is repeated until there are no green balls
in the urn. Show that the probability the process terminates is $1/(n+1)$.

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