If a 1-dimensional random walk starts at 0, with steps of one (to the right or left), what is the probability of reaching -30 before reaching 10?
Suppose P30 is the probability of reaching -30, and (1−P30) is the probability that to end with 10.
Let X be the position on the x-axis at the end of this game
E[X] = -30 x P30 + 10 x (1-P30)
For a random walk with equal steps (+1 or -1), E[X] = 0.
0 = -30 x P30 + 10 x (1-P30)
-10 = P30(-30 -10)
P30 = 1/4 = 0.25 = 25%