Numerical answer
A fair coin is tossed repeatedly until the three consecutive outcomes head, tail, tail (in this order) appear for the first time. The expected number of tosses required is
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Answer: 8
Set up a Markov chain on the useful progress. Let be the expected remaining tosses from the start (no progress), the expectation after the latest toss is a head that could begin the pattern, and after the last two tosses read head, tail. Then , (a head keeps us at , a tail moves to ), and (a tail completes the pattern, a head returns us to ). From the third equation . Substituting into the second gives , so and . Then .
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