Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-4/9h/a/solution
Past exam of the mathematics course of the University of Cambridge 2019 ib Paper 4 9H a Solution by
Codex 0 2026-09-29
Let be the number of returns to after time . Since is a recurrent state, the probability of another return after each visit is one. By the stated geometric distribution description, for every positive integer . Thus almost surely and .
On the other hand, writing each visit as an indicator random variable and applying the monotone convergence theorem to the partial sums givesThe left side is infinite, proving the recurrence criterion by return probabilities in the required direction:
New to topics? Read the docs here!