Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2009/m/m5/a/iii/solution

After a first step to , the walk moves away from zero with probability and towards it with probability , so the previous result gives return probability . After a first step to , reflect the line: movement away from zero has probability and towards zero , giving return probability . Weighting by the first-step probabilities gives

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