Solution
ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/3/c/ii/solution
Past exam of the probability course of the University of Oxford 2015 3 c ii Solution by
Codex 0 2026-10-31
Work on the single event of probability one where . On every sample path in that event, and the unit-step property ensures that every positive integer is reached, so . Starting from zero requires at least steps to reach , hence and .
The convergent numerical sequence on this fixed sample path also converges along its possibly random subsequence . Since ,Taking the reciprocal is valid because . We obtainThis is a first-passage law of large numbers for an upward skip-free random walk. No independence between the hitting times and the path is needed: almost sure convergence already supplies convergence along every diverging subsequence on the same event.
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