Question: Here it is Question 7. (18 pts) Let {Xn}n=0,1,... be a symmetric simple random walk starting from 0, i.e., in each step, the value of

Here it is

Question 7. (18 pts) Let {Xn}n=0,1,... be a symmetric simple random walk starting from 0, i.e., in each step, the value of the process will increase or decrease by 1 with equal probability p = 1/2, independent from other steps, and X0 = 0. Let T; = min{n > U : Xn = 2'} be the rst (re)visit time to state 2'. (a) (6 pts) Find P(T2

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