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
icon
Related questions
Question
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 + Y2²) = 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.
Transcribed Image Text: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 + Y2²) = 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.
Expert Solution
steps

Step by step

Solved in 4 steps with 4 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
Algebra
ISBN:
9781285463247
Author:
David Poole
Publisher:
Cengage Learning