Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2014/3/c/ii/solution
Past exam of the probability course of the University of Oxford 2014 3 c ii Solution by
Codex 0 2026-10-31
For the symmetric simple random walk on the integer line, odd return times are impossible. A return after steps requires exactly positive increments, soby Stirling's approximation. The resulting sum diverges by the p-series criterion. The recurrence criterion by return probabilities therefore makes zero a recurrent state. The simple random walk is an irreducible Markov chain on , so the symmetric chain is recurrent.
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