Let (S.lo be a simple random walk starting from 0. Let P(S,never returns to 0 is at most . What is the smallest possible value that p can take?- 1) = p. If the probability that the simple random walk

Given Information: Let Snn≥0 be a simple random walk starting from 0. Let PS1=1=p if the probability…

Answered: Let (S.lo be a simple random walk…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Let (S.lo be a simple random walk starting from 0. Let P(S, 1)= p. if the probability never returns to 0 is at most . What is the smallest possible value that p can take?