Random walk on a polygon

Abstract

A particle moves among the vertices of an $(m+1)$-gon which are labeled clockwise as $0,1,...,m$. The particle starts at 0 and thereafter at each step it moves to the adjacent vertex, going clockwise with a known probability $p$, or counterclockwise with probability $1-p$. The directions of successive movements are independent. What is the expected number of moves needed to visit all vertices? This and other related questions are answered using recursive relations.

Published at http://dx.doi.org/10.1214/074921706000000581 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)