Hitting a Fixed Target with a Growing Die
You roll a fair $n$-sided die (faces $1, 2, \ldots, n$) infinitely many times and keep a running total of all the rolls. Let $f(n,k)$ be the probability that this running total is ever exactly equal to $k$, for a fixed integer $k \geq 1$.
For a fixed value of $k$, compute
$$\lim_{n \to \infty} f(n,k).$$
Report your answer for $k = 6$.
Hints
- What happens to the expected value of a single die roll as $n \to \infty$? How likely is it that you overshoot $k$ on the very first roll?
- Write a recursion for $f(n,k)$ by conditioning on the first roll. Separate the cases where the first roll equals $k$, is less than $k$, or exceeds $k$.
- The recursion is $f(n,k) = \frac{1}{n}\bigl(1 + \sum_{j=1}^{k-1} f(n, k-j)\bigr)$. Use induction on $k$ to show every term vanishes as $n \to \infty$.
Worked Solution
How to Think About It: Picture the situation: you are rolling a die with $n$ sides, and you want the cumulative sum to land exactly on a target $k$. The minimum roll is $1$ and the maximum is $n$. As $n$ grows, the expected value of a single roll is $(n+1)/2$, which diverges. So for large $n$, the very first roll almost certainly overshoots the fixed target $k$. Once you have overshot, the sum only increases, so you can never come back. The only way to ever hit $k$ is to get there through a sequence of small rolls, each at most $k$, and each of those small rolls has probability at most $1/n$ -- vanishingly small.
Quick Estimate: The probability of rolling any value $\leq k$ on a single roll is $k/n$. You need at least one such small roll just to have a chance. For $k = 6$ and large $n$, the probability of the first roll being $\leq 6$ is $6/n$, which is tiny. Even if the first roll is small, subsequent rolls face the same problem. So we expect $f(n, 6) \approx 1/n \to 0$.
More precisely, we can track the leading-order term. The dominant way to hit $k$ is to roll exactly $k$ on the first roll, which happens with probability $1/n$. Any multi-roll path to $k$ requires at least two small rolls, contributing terms of order $1/n^2$ or smaller. So $f(n,k) \sim 1/n$ for every fixed $k$.
Approach: Write a recursion for $f(n,k)$ by conditioning on the first roll, then take the limit.
Formal Solution:
Condition on the outcome of the first roll. If you roll $j$:
- If $j = k$: you have hit the target. This contributes probability $1/n$.
- If $j < k$: you now need the running total to hit $k - j$ starting from $j$. Since future rolls are independent and identically distributed, the probability of this is $f(n, k - j)$. Each such $j$ contributes $(1/n) \cdot f(n, k-j)$.
- If $j > k$: you have overshot $k$, and since rolls are positive, the sum only increases. You can never reach $k$ exactly. Contributes $0$.
This gives the recursion:
$$f(n, k) = \frac{1}{n}\left(1 + \sum_{j=1}^{k-1} f(n, k - j)\right).$$
Now take $n \to \infty$. For $k = 1$:
$$f(n, 1) = \frac{1}{n} \to 0.$$
For $k = 2$:
$$f(n, 2) = \frac{1}{n}\bigl(1 + f(n, 1)\bigr) = \frac{1}{n} + \frac{1}{n^2} \to 0.$$
By induction, suppose $f(n, j) \to 0$ for all $j < k$. Then
$$f(n, k) = \frac{1}{n}\left(1 + \sum_{j=1}^{k-1} f(n, k-j)\right) \to \frac{1}{n}\left(1 + 0\right) = \frac{1}{n} \to 0,$$
since the sum has a fixed number of terms ($k - 1$ terms), each tending to $0$.
Thus $\lim_{n \to \infty} f(n, k) = 0$ for every fixed $k \geq 1$.
The leading-order asymptotics are $f(n,k) = \frac{1}{n}(1 + o(1))$ for every fixed $k$, confirming that the dominant contribution comes from rolling exactly $k$ on the first throw.
Answer: $\displaystyle\lim_{n \to \infty} f(n, 6) = 0.$
Intuition
The core idea is that a random walk with ever-larger positive steps has vanishing probability of hitting any fixed target. As the die grows, the step size distribution shifts its mass toward larger and larger values, making it nearly impossible to land on a specific small number. The only way to reach $k$ is through a sequence of rolls each at most $k$, and each of those rolls has probability at most $k/n$ -- so even the simplest path (rolling $k$ in one shot) has probability $1/n$.
This illustrates a general principle in random walks: when the step size grows relative to the lattice spacing, the walk becomes increasingly "coarse" and skips over most lattice points. In practice, this shows up when modeling discrete events with increasingly granular outcomes -- the probability of hitting any specific threshold exactly goes to zero, and you should think in terms of overshooting distributions instead. This is closely related to renewal theory, where the probability of hitting a fixed point depends on the step size distribution, and for heavy-tailed or large-mean steps, exact hits become negligible.