Let xn be a random walk defined as xo = 0 N Σ n=1 where Zn is an i.i.d process with p(Zn = − 1) = p(Zn = 1) = 1/2. Define the absolute value random process YN = |xNl. Find p(yN = k). Show your ntermediate steps. XN = xo + Zn

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Let Xn be a random walk defined as
Xo = 0
xo
N
[₂
n=1
where Zn is an i.i.d process with p(Zn = − 1) = P(Zn = 1) = 1/2. Define the
absolute value random process YN = |xN. Find p(y = k). Show your
intermediate steps.
XN = xo +
Zn
Transcribed Image Text:Let Xn be a random walk defined as Xo = 0 xo N [₂ n=1 where Zn is an i.i.d process with p(Zn = − 1) = P(Zn = 1) = 1/2. Define the absolute value random process YN = |xN. Find p(y = k). Show your intermediate steps. XN = xo + Zn
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