Question: Let (Xn)n0 be a simple random walk. Fix integers a < b, suppose X0 = x [a, b], and define Ta,b := min{n 0 :

Let (Xn)n0 be a simple random walk. Fix integers a < b, suppose X0 = x [a, b], and define Ta,b := min{n 0 : Xn = a or b}. (a) (7 points) Compute Px(XTa,b = b) and Px(XTa,b = a) using any method you want

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