Rolling until two rolls are close

A fair 66-sided die is rolled repeatedly. What is the expected number of rolls until two consecutive rolls differ by at most 11 (i.e. currentprevious1|{\text{current}} - {\text{previous}}| \le 1)?

Show hints (2)+
  1. Let eve_v be expected extra rolls given last face vv; a next roll within distance 11 stops it. Use symmetry 16,25,341\leftrightarrow6, 2\leftrightarrow5, 3\leftrightarrow4.
  2. Solve the 33-variable system, then E=1+16vev\mathbb{E}=1+\tfrac16\sum_v e_v.

Answer

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3.278 (± 0.01)

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Asked at: Optiver, Akuna Capital

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