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Hitting Time on a Product of Two-State Chains

题目

Let (Xn,Yn)(X_n, Y_n) be a Markov chain on {0,1}2\{0,1\}^2 where XnX_n and YnY_n evolve independently. At each step, XnX_n flips (i.e., Xn+1=1XnX_{n+1} = 1 - X_n) with probability 13\tfrac{1}{3} and stays with probability 23\tfrac{2}{3}. Similarly, YnY_n flips with probability 12\tfrac{1}{2} and stays with probability 12\tfrac{1}{2}.

Starting from (X0,Y0)=(1,1)(X_0, Y_0) = (1, 1), compute the expected number of steps to first reach the state (0,0)(0, 0).

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