ILL 1984 Problem 21

$(1)$ Start with $a$ white balls and $b$ black balls. $(2)$ Draw one ball at random. $(3)$ If the ball is white, then stop. Otherwise, add two black balls and go to step $2$ . Let $S$ be the number of draws before the process terminates. For the cases $a = b = 1$ and $a = b = 2$ only, find $a_n = P(S = n), b_n = P(S \le n), \lim_{n\to\infty} b_n$ , and the expectation value of the number of balls drawn: $E(S) = \sum_{n\ge1} na_n.$