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3. Simple Random Walk Let (Sn)n≥o be a simple random walk starting at 0 with p = 0.4 and q = 1 − p = 0.6. Compute the following probabilities: • P(S2 = 0, S40, S5 = −1), • ~ P({S₁ = 4} {S4 = −2}), • P(M17 -5, S7 = -5), where M17 = mino

3. Simple Random Walk Let (Sn)n≥o be a simple random walk starting at 0 with p = 0.4 and q = 1 − p = 0.6. Compute the following probabilities: • P(S2 = 0, S40, S5 = −1), • ~ P({S₁ = 4} {S4 = −2}), • P(M17 -5, S7 = -5), where M17 = mino

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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3. Simple Random Walk Let (Sn)n≥o be a simple random walk starting at 0 with p = 0.4 and q = 1 − p = 0.6. Compute the following probabilities: • P(S2 = 0, S40, S5 = −1), • ~ P({S₁ = 4} {S4 = −2}), • P(M17 -5, S7 = -5), where M17 = mino<i<17 Si.
Transcribed Image Text:3. Simple Random Walk Let (Sn)n≥o be a simple random walk starting at 0 with p = 0.4 and q = 1 − p = 0.6. Compute the following probabilities: • P(S2 = 0, S40, S5 = −1), • ~ P({S₁ = 4} {S4 = −2}), • P(M17 -5, S7 = -5), where M17 = mino<i<17 Si.
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