Setup, from Q31 of the paper:
Four cities A, B, C, D sit at the vertices of a square ABCD, connected by roads forming the four sides. If Mr. Rand Walker is at city in period , then in period he moves, with probability each, to one of the two vertices adjacent to . If he is at city A at time , the respective probabilities that he is at A, B, C, D in period are:
(Same random walk on the square as the previous question, starting at city A at .) What is the probability that Mr. Walker never visits city A again up to and including period ?
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