Question: This is a stochastic processes problem. Please show all work. Thanks (2) (a) Let W denote the epoch of the first return to zero for

This is a stochastic processes problem. Please show all work. Thanks

(2) (a) Let W denote the epoch of the first return to zero for a symmetric random walk. Show that EW = 0. (b) Show that a symmetric simple random walk is a martingale

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