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Banach's matchbox problem

Asked at Jane Street, SIG

A mathematician keeps a matchbox in each of two pockets, each box starting with nn matches. Whenever he wants a match he reaches into a pocket chosen uniformly at random and takes one. Eventually he reaches into a pocket, pulls out the box, and finds it empty.

At that moment, what is the probability that the other box contains exactly kk matches? As a follow-up, what is the expected number of matches remaining in the other box?

Show a hint

Track the moment a box is discovered empty, that is a distinct reach that finds nothing, one selection beyond the last successful draw from that box. Count how many left-pocket and right-pocket selections must have occurred by then, and arrange them.

Your answer

This one is open-ended. Work it through, then check your reasoning against the full solution.

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