<s>[INST] Expected value of number of draws We have $5$ number in a bag: $(1,3,5,7,9)$. We draw one from the bag and then put it back. We do this until the sum of the numbers can be divided by $3$. Whats the expected value of the number of draws?
My idea was to solve it with Markov-chains:
States: $0,1,2$. So numbers$\mod 3$.
The matrix will be:
$\begin{pmatrix}
2/5 & 2/5 & 1/5 \\
1/5 & 2/5 & 2/5 \\
2/5 & 1/5 & 2/5
\end{pmatrix}$
Then we have an equation system: 
$k_1=1+2/5k_1+2/5k_2$, $\ k_2=1+1/5k_1+2/5k_2$ and $k_3=0$.
Even if I solve this, I'm not sure how to continue. Thanks for help.
 [/INST] We use your idea, but partly for ease of typing we use different notation. Say that we are in State $1$ if the sum so far is congruent to $1$ modulo $3$, and that we are in State $2$ if the sum is congruent to $2$. Let $m$ be the mean waiting time.  Let $a_1$ be the additional mean waiting time, given we are in State $1$, and $a_2$ the additional mean waiting time given that we are in State $2$.
On the first pick, we either get something divisible by $3$, in which case we have spent $1$ pick, and our additional waiting time is $0$. Or else we get a $1$ or a $7$, and our mean additional waiting time is $a_1$. Or else we get a $5$, and our mean additional waiting time is $a_2$. Thus
$$m=1+\frac{2}{5}a_1+\frac{1}{5}a_2.\tag{1}$$
Suppose we are in State $1$, and do another trial.  If we get a $3$ or a $9$, we stay in State $1$, and our additional expected time remains at $a_1$. If we get a $1$ or a $7$, our additional expected waiting time becomes $a_2$. And if we get $5$, we are finished. Thus
$$a_1=1+\frac{2}{5}a_1+\frac{2}{5}a_2.\tag{2}$$
Similarly, 
$$a_2=1+\frac{1}{5}a_1+\frac{2}{5}a_2.\tag{3}$$
Solve the last two equations for $a_1$ and $a_2$, and substitute in Equation (1).
</s>