6. Suppose that a random walk S₂ (in some graph/environment, such as Zd, but not necessarily) is recurrent when started from position x. That is, P(n ≥ 1, Sn=x|So = x) = 1. Moreover, suppose that there is positive probability that the walk will eventu- ally visit some other site y, when started from x. That is, P(n ≥ 1, Sny So=x) > 0. Argue that, in fact, the random walk will visit y infinitely often, when started from x. Hint: Try a proof by contradiction, using the Law of Large Numbers.
6. Suppose that a random walk S₂ (in some graph/environment, such as Zd, but not necessarily) is recurrent when started from position x. That is, P(n ≥ 1, Sn=x|So = x) = 1. Moreover, suppose that there is positive probability that the walk will eventu- ally visit some other site y, when started from x. That is, P(n ≥ 1, Sny So=x) > 0. Argue that, in fact, the random walk will visit y infinitely often, when started from x. Hint: Try a proof by contradiction, using the Law of Large Numbers.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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