If you are in an infinite maze of squares, where each border between two squares has a $p$% chance of being a wall, what is the probability $F(p)$ that you are trapped in a finite space?
For a better math definition of the problem:
First imagine a finite $n \times n$ grid of squares, where $n$ is odd. The border between two squares or between a square and the outside has a $p$% chance of being a wall. You start in the middle. $f(n,p)$ is the probability that you are trapped in the $n \times n$ maze. $F(p)=\lim_{n\to\infty}f(n,p)$. What is $F(p)$, or at least what can we know about it?