The collector's brotherhood problem using the Newman-Shepp symbolic method (Q2496173)

This paper on the traditional and recurrent Collector's Problem, that uses the Newman-Shepp method, one of those symbolic approaches dear to Gian-Carlo Rota, is dedicated to his memory. Suppose that \(m\) different coupons are needed for a collector to complete his book. Each time he can get a coupon with probability \(1/m\). If he does not have it yet, he sticks it on his book. Otherwise, he gives it to his younger brother (labelled \(1\), the collector is labelled 0). In his turn, the younger brother sticks it on his own book, otherwise the next younger brother (labelled \(2\)) will receive it and try to complete his own book, etc. For \(p\geq 0\), let \(T_p\) be the time at which the person labelled \(p\) completes his book. Several methods have been used to derive the probability distribution of \(T_0\) and its expected value.