Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 2 20C c Solution Created 2026-09-24 Updated 2026-10-14
One excursion from zero escapes forever on the positive branch with probability , and on the negative branch with probability . The remaining probability is the return probability . By the last-excursion direction law at a transient junction, the eventual positive escape probability isEquivalently, if denotes the desired probability, the Strong Markov property gives . The negative escape probability is , and their sum is one, as independently established in part (b).