A symmetric random walk in two dimensions is defined to be a sequence of points {(Xn, Yn): n≥ 0} which evolves in the following way: if (Xn, Yn) = (x, y) then (Xn+1, Yn+1) is one of the four points (x ±1, y), (x, y ± 1), each being picked with equal probability. If (Xo, Yo) = (0,0): (a) show that E(X2 + Y2) = n, (b) find the probability po (2n) that the particle is at the origin after the (2n)th step, and deduce that the probability of ever returning to the origin is 1.
A symmetric random walk in two dimensions is defined to be a sequence of points {(Xn, Yn): n≥ 0} which evolves in the following way: if (Xn, Yn) = (x, y) then (Xn+1, Yn+1) is one of the four points (x ±1, y), (x, y ± 1), each being picked with equal probability. If (Xo, Yo) = (0,0): (a) show that E(X2 + Y2) = n, (b) find the probability po (2n) that the particle is at the origin after the (2n)th step, and deduce that the probability of ever returning to the origin is 1.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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