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

Holt Mcdougal Larson Pre-algebra: Student Edition 2012

1st Edition

ISBN:9780547587776

Author:HOLT MCDOUGAL

Publisher:HOLT MCDOUGAL

Chapter11: Data Analysis And Probability

Section: Chapter Questions

Problem 8CR

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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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