Most recently the Baron challenged Sir R----- to a race of knights around the perimeter of a chessboard, with the Baron starting upon the lower right hand square and Sir R----- upon the lower left. The chase proceeded anticlockwise with the Baron moving four squares at each turn and Sir R----- by the roll of a die. Costing Sir R----- one cent to play, his goal was to catch or overtake the Baron before he reached the first rank for which he would receive a prize of forty one cents for each square that the Baron still had to traverse before reaching it.
In reckoning Sir R-----'s expected winnings our first observation is that on the \(n^\mathrm{th}\) turn the Baron's knight would be at
In reckoning Sir R-----'s expected winnings our first observation is that on the \(n^\mathrm{th}\) turn the Baron's knight would be at
\[
b_n = 4 \times n + 7
\]
and consequently returned to the first rank for
\[
\begin{align*}
4 \times n + 7 &\geqslant 28\\
n &\geqslant 5\tfrac14
\end{align*}
\]
The greatest ground that Sir R----- can cover is six squares per turn and so cannot catch the Baron until
\[
\begin{align*}
6 \times n &\geqslant 4 \times n + 7\\
n &\geqslant 3\tfrac12
\end{align*}
\]
Sir R----- will have caught the Baron with a roll of five or six if he were one square behind him and with a roll of six if he were two, so that
\[
\Pr\left(r_n \geqslant b_n\right) = \Pr\left(r_{n-1}=b_{n-1}-1\right) \times \tfrac13 + \Pr\left(r_{n-1}=b_{n-1}-2\right) \times \tfrac16
\]
The probability that Sir R----- will have reached the \(k^\mathrm{th}\) square upon the third turn is given by
\[
\Pr\left(r_3=k\right) = \frac{N_3(k)}{6^3}
\]
where \(N_3(k)\) is the number of ways that three numbers between one and six can sum to \(k\).
\[
\begin{align*}
N_3(3) &= N\left(\{1,1,1\}\right) = 1\\
N_3(4) &= N\left(\{1,1,2\}\right) = 3\\
N_3(5) &= N\left(\{1,1,3\}\right)+N\left(\{1,2,2\}\right) = 3+3 = 6\\
N_3(6) &= N\left(\{1,1,4\}\right)+N\left(\{1,2,3\}\right)+N\left(\{2,2,2\}\right) = 3+6+1 = 10\\
N_3(7) &= N\left(\{1,1,5\}\right)+N\left(\{1,2,4\}\right)+N\left(\{1,3,3\}\right)+N\left(\{2,2,3\}\right) = 3+6+3+3 = 15\\
N_3(8) &= N\left(\{1,1,6\}\right)+N\left(\{1,2,5\}\right)+N\left(\{1,3,4\}\right)+N\left(\{2,2,4\}\right)+N\left(\{2,3,3\}\right)\\
&= 3+6+6+3+3 = 21\\
N_3(9) &= N\left(\{1,2,6\}\right)+N\left(\{1,3,5\}\right)+N\left(\{1,4,4\}\right)+N\left(\{2,2,5\}\right)+N\left(\{2,3,4\}\right)+N\left(\{3,3,3\}\right)\\
&= 6+6+3+3+6+1 = 25\\
N_3(10) &= N\left(\{1,3,6\}\right)+N\left(\{1,4,5\}\right)+N\left(\{2,2,6\}\right)+N\left(\{2,3,5\}\right)+N\left(\{2,4,4\}\right)+N\left(\{3,3,4\}\right)\\
&= 6+6+3+6+3+3 = 27
\end{align*}
\]
We can recover the figures for sums above ten by exploiting the symmetry
\[
N_3\left(21-k\right) = N_3\left(k\right)
\]
yielding the probabilities
\[
\begin{align*}
\Pr\left(r_3=3\right) &= \Pr\left(r_3=18\right) = \tfrac{1}{216}\\
\Pr\left(r_3=4\right) &= \Pr\left(r_3=17\right) = \tfrac{1}{72}\\
\Pr\left(r_3=5\right) &= \Pr\left(r_3=16\right) = \tfrac{1}{36}\\
\Pr\left(r_3=6\right) &= \Pr\left(r_3=15\right) = \tfrac{5}{108}\\
\Pr\left(r_3=7\right) &= \Pr\left(r_3=14\right) = \tfrac{5}{72}\\
\Pr\left(r_3=8\right) &= \Pr\left(r_3=13\right) = \tfrac{7}{72}\\
\Pr\left(r_3=9\right) &= \Pr\left(r_3=12\right) = \tfrac{25}{216}\\
\Pr\left(r_3=10\right) &= \Pr\left(r_3=11\right) = \tfrac{1}{8}
\end{align*}
\]
The probability that Sir R----- will win upon the fourth turn is consequently
\[
\Pr\left(r_4 \geqslant b_4\right) = \Pr\left(r_3=18\right) \times \tfrac13 + \Pr\left(r_3=17\right) \times \tfrac16
= \tfrac{1}{216} \times \tfrac13 + \tfrac{1}{72} \times \tfrac16
= \tfrac{5}{1,296}
\]
and that he will do so upon the fifth
\[
\Pr\left(r_5 \geqslant b_5\right) = \Pr\left(r_4=22\right) \times \tfrac13 + \Pr\left(r_4=21\right) \times \tfrac16
\]
To calculate the probabilities that Sir R-----'s knight will be upon the twenty second or twenty first squares at the fourth turn we must use the convolution
\[
\Pr\left(r_4 = k \right) = \sum_{i=1}^6 \Pr\left(r_3 = k-i \right) \times \tfrac16
\]
where \(\sum\) is the summation sign. This is because some of the values of \(k-i\) would imply that Sir R----- had already caught the Baron. Specifically \(r_3\) cannot be greater than eighteen, yielding
\[
\begin{align*}
\Pr\left(r_4=22\right) &= \Pr\left(r_3=21\right) \times \tfrac16 + \Pr\left(r_3=20\right) \times \tfrac16 + \Pr\left(r_3=19\right) \times \tfrac16\\
&+ \Pr\left(r_3=18\right) \times \tfrac16 + \Pr\left(r_3=17\right) \times \tfrac16 + \Pr\left(r_3=16\right) \times \tfrac16\\
&= 0 \times \tfrac16 + 0 \times \tfrac16 + 0 \times \tfrac16 + \tfrac{1}{216} \times \tfrac16 + \tfrac{1}{72} \times \tfrac16 + \tfrac{1}{36} \times \tfrac16
= \tfrac{5}{648}
\end{align*}
\]
and
\[
\begin{align*}
\Pr\left(r_4=21\right) &= \Pr\left(r_3=20\right) \times \tfrac16 + \Pr\left(r_3=19\right) \times \tfrac16 + \Pr\left(r_3=18\right) \times \tfrac16\\
&+ \Pr\left(r_3=17\right) \times \tfrac16 + \Pr\left(r_3=16\right) \times \tfrac16 + \Pr\left(r_3=15\right) \times \tfrac16\\
&= 0 \times \tfrac16 + 0 \times \tfrac16 + \tfrac{1}{216} \times \tfrac16 + \tfrac{1}{72} \times \tfrac16 + \tfrac{1}{36} \times \tfrac16 + \tfrac{5}{108} \times \tfrac16
= \tfrac{5}{324}
\end{align*}
\]
so that
\[
\Pr\left(r_5 \geqslant b_5\right) = \tfrac{5}{648} \times \tfrac13 + \tfrac{5}{324} \times \tfrac16
= \tfrac{5}{972}
\]
The expected number of squares that the Baron will have left to traverse is therefore
\[
\Pr\left(r_4 \geqslant b_4\right) \times \left(28-b_4\right) + \Pr\left(r_5 \geqslant b_5\right) \times \left(28-b_5\right)
= \tfrac{5}{1,296} \times 5 + \tfrac{5}{972} \times 1
= \tfrac{95}{3,888}
\]
and so Sir R-----'s expected winnings are
\[
\tfrac{95}{3,888} \times 41 - 1 = \tfrac{3,895-3,888}{3,888} = \tfrac{7}{3,888}
\]
and I should have advised him to take on the Baron!
\(\Box\)
Based upon an article I wrote for ACCU's CVu magazine.
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