Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/ib/paper-1/20h/a/solution

A Markov chain is irreducible if every state can reach every other state in finitely many steps with positive probability. It is a recurrent Markov chain if, starting at any state, it returns to that state with probability one; for an irreducible chain this property is shared by all states.
For the simple symmetric random walk on , taking steps all in the appropriate direction reaches from with probability . Thus the chain is irreducible. Its return probabilities are
By Stirling formula, , so their sum diverges. The standard recurrence criterion therefore proves the walk is recurrent.
The printed hint's constant is erroneous: the actual limit of is . Its positivity is what the recurrence argument requires, but the reciprocal is necessary for the correct numerical value.

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