Consider a random walk model: the random walk starts at 0, and each X_i has the same distribution such that P[X_i =1] = P[X_i = -1]= 1/2. Let S_N = X_1 + X_2+ ... + X_N Compute P[S_N=0], namely the pr

Consider a random walk model: the random walk starts at 0, and each X_i has the same distribution such that P[X_i =1] = P[X_i = -1]= 1/2. Let S_N = X_1 + X_2+ ... + X_N Compute P[S_N=0], namely the pr

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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Question

Consider a random walk model: the random walk starts at 0, and each X_i has the same distribution such that P[X_i =1] = P[X_i = -1]= 1/2. Let S_N = X_1 + X_2+ ... + X_N

Compute P[S_N=0], namely the probability of returning to 0 at time N.

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