Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/3/b/iii/solution
Past exam of the probability course of the University of Oxford 2015 3 b iii Solution by
Codex 0 2026-10-31
The first-step analysis gives and, for ,The minimal nonnegative solution for hitting probabilities theorem states that the probability of ever hitting a target is the pointwise smallest nonnegative solution of this transition recurrence with value one at the target. It follows by comparing any such solution with the probabilities of hitting within steps, then taking their increasing limit.
The characteristic equation has distinct roots and . Hence every solution on the nonnegative integers with boundary value one has the formIf it is nonnegative for all , taking forces , and therefore . The candidate is itself nonnegative and satisfies the recurrence and boundary value. It is consequently the minimal solution, giving the biased random walk hitting probabilityOn the negative half-line the already established values satisfy the same recurrence away from zero. No unproved boundary condition at infinity has been imposed.
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