(i) Prove that the probability that a simple random walk, which starts at i, visits jti...

 

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(i) Prove that the probability that a simple random walk, which starts at i, visits jti for the first time at step rn is: fy(n) P[W # j. W, # j, ..- , Wn-1 # j, W, = j|Wo = i] =P="P(n). %3D (i) Prove that the probability that a simple random walk, which starts at i, visits jti for the first time at step rn is: fy(n) P[W # j. W, # j, ..- , Wn-1 # j, W, = j|Wo = i] =P="P(n). %3D