Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/3/b/ii/solution
Past exam of the probability course of the University of Oxford 2015 3 b ii Solution by
Codex 0 2026-10-31
For , the target is reached at time zero, so . For , the preceding almost sure convergence gives with probability one. A sample path with unit upward and downward steps must visit every intermediate integer when it crosses from a negative value to a positive value. It must therefore visit zero at a finite time. ThusThe unit-step property matters: positive long-run displacement alone would not force a walk with larger upward jumps to land exactly on zero.
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