Question: 18. Let (Xn : n 0) be a simple, symmetric random walk on the integers {. . . ,1, 0, 1, . . .
18. Let (Xn : n ≥ 0) be a simple, symmetric random walk on the integers {. . . ,−1, 0, 1, . . . }, with X0 = 0 and P
????
Xn+1 = i ± 1 Xn = i
= 1 2 .
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