Laissez le bon temps rouler, or have a flipping good time!

Starting a competition with the flip of a coin (say, to determine possession of a ball) is so boring! Instead, let’s give the captain of one team a fair coin and the captain of the other team a fair die. The captain with the coin will flip it at the same time the other captain rolls the die. They continue doing this until the coin is the same (whether heads or tails) for three consecutive flips or the number that comes face-up on the die is the same for two consecutive rolls.

On average, how many coin flips will it take to get three in a row? And how many die rolls will it take to get two in a row?

Extra credit: While the numbers of flips and rolls may often be the same, which team — the team with the coin or the team with the die — is more likely to win the toss/roll? (That is, which is more likely to happen sooner?)

Let's tackle the expectation case first. Let's say that $R$ is the randome number of rolls to get two in a row on a fair die and $F$ is the random number of flips to get three in a row. Let's denote the outcome of the $k$th roll as $r_k$ and similarly the outcome of the $k$th flip as $f_k.$

Assume without loss of generality that the roller's first roll is some $i \in \{1, 2, 3, 4, 5, 6\}.$ Then the second roll will either be $i$, with probability $1/6,$ or some $j \ne i,$ with probability $5/6.$ So we have

$$\mathbb{E}[R \mid r_1 = i] = \frac{1}{6} \mathbb{E}[ R \mid r_1 = r_2 = i ] + \frac{5}{6} \mathbb{E}[ R \mid r_1 = i \ne j = r_2 ].$$ In the former case, $R \equiv 2$ if $r_1 = r_2 = i$; alternatively, in the latter case, $R \mid r_1 = i \ne j = r_2$ is equivalent to $1 + R \mid r_1 = j.$ Due to the arbitrariness of the choice of initial roll realization, $\mathbb{E} [ R \mid r_1 = i ] = \mathbb{E} [ R \mid r_1 = j ],$ for all $i, j \in \{ 1, 2, 3, 4, 5, 6 \}$ we have $$\mathbb{E}[ R \mid r_1 = i ] = \frac{1}{6} 2 + \frac{5}{6} ( 1 + \mathbb{E} [ R \mid r_1 = i ] )$$ or equivalently, $$\mathbb{E} [ R \mid r_1 = i ] = 7.$$ So therefore, the expected number of rolls is $$\mathbb{E} [ R ] = \sum_{i=1}^6 \frac{1}{6} \mathbb{E} [ R \mid r_1 = i ] = 7,$$ again due to the arbitrariness of the initial roll realization.

Literally and figuratively on the flip side .... Let's assume without loss of generality that the first flip is $H$. The second flip is either again a $H$ or it will be a $T$, each with $1/2$ probability. So by the law of total expectation we have

$$\mathbb{E} [F \mid f_1 = H] = \frac{1}{2} \mathbb{E} [ F \mid f_1 = f_2 = H ] + \frac{1}{2} \mathbb{E} [ F \mid f_1 = H, f_2 = T].$$ As before, we see that $\mathbb{E} [F \mid f_1 = H] = \mathbb{E} [F \mid f_1 = T],$ so we have $\mathbb{E} [ F \mid f_1 = H, f_2 = T ] = 1 + \mathbb{E} [ F \mid f_1 = H ].$ Going one step further if $f_1 = f_2 = H,$ then either $f_3 = H$ and we are done (with $F = 3$), or $f_3 = T,$ where we have $$\mathbb{E} [ F \mid f_1 = f_2 = H, f_3 = T ] = 2 + \mathbb{E}[F \mid f_1 = H].$$ So we have $$\mathbb{E} [F \mid f_1 = H] = \frac{1}{2} \left( \frac{1}{2} 3 + \frac{1}{2} (2 + \mathbb{E} [ F \mid f_1 = H ]) \right) + \frac{1}{2} ( 1 + \mathbb{E} [F \mid f_1 = H ] ),$$ or equivalently, $$\mathbb{E}[ F \mid f_1 = H ] = 7.$$ Once again, since the outcome of the choice of first flip was arbitrary, the expected number of flips is $$\mathbb{E}[F] = \frac{1}{2} \mathbb{E}[ F \mid f_1 = H ] + \frac{1}{2} \mathbb{E} [F \mid f_1 = T] = 7,$$ so the expectation is the same number of rolls and flips are the same.

So it is all well and good that the expected number of flips is the same, but will one side or the other be advantaged by the new method for determining the initial possession? Yes, the flipper will end up with a better odds of winning. Here I will give some hand-wavy justifications, but spinning up some simulations will additionally bear this out. The roller will always consistently have a $5/6$ probability of not winning on each roll. However, the flipper has a more volatile distribution not winning: if she just switched from $H$ to $T$ or vice versa, then the probability of not winning on the next roll is $100%,$ but if there are two in a row it drops to an even $50%$ of winning/not-winning. So as long as the flipper doesn't constantly go into streaks of alternating between H and T one after another, the flipper will have a lower probability of not-losing, or conversely probability of winning in the next round.