Question: Using the ballot theorem, show that for a SSRW starting from 0, P(S10,,,,,,,Sn is greater than 0) = ES+n/n Where S+n= max (Sn,0) Consider a
Using the ballot theorem, show that for a SSRW starting from 0,
P(S1"0,,,,,,,Sn is greater than 0) = ES+n/n
Where S+n= max (Sn,0)
Consider a simple symmetric random walk starting from 0 and let Ta be the first
time that state a will be visited. Derive the formul for P(Ta < ) in detail.
Consider a simple symmetric random walk starting from 0 and let Ta be the first
time that state a will be visited. Find a formula for P(Ta = n), n Z.
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