Solution

ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/3/b/ii/solution

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. Thus
The unit-step property matters: positive long-run displacement alone would not force a walk with larger upward jumps to land exactly on zero.

New to topics? Read the docs here!