Two players roll a pair of fair dice repeatedly and record each sum. Player A wins as soon as a sum of appears. Player B wins as soon as two consecutive sums of appear. They roll until one of them wins. What is the probability that A wins?
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#Two live states
Only one thing about the past matters for the next roll, whether the previous sum was a . That gives two transient states, fresh (the last sum was not a ) and primed (the last sum was a ), plus an absorbing state reached by a and an absorbing state reached by a right after a . Per roll, , , and .
#The transition matrix
Ordering the states , one roll moves the chain by
From a non- non- stays fresh, a primes the chain, and a wins for A. From the same wins for A, another wins for B, and anything else snaps the streak back to .
#Absorption probabilities
Let , with and . Reading the two transient rows,
The first rearranges to . Substituting the second, , and clearing denominators gives , so
A 12 is rarer on any single roll than a 7, yet A is the favorite, because B needs two 7s in a row and the reset keeps snapping that streak before it completes.