Past exam of the mathematics course of the University of Cambridge / 2021 / ib / Paper 4 / 7H (Markov Chains)

For the simple random walk on the integer line, a return to the origin is possible only at an even time. At time $2n$, exactly $n$ of the increments must be $+1$, so the return probability isThe supplied factorial bounds, equivalently the order estimate in the Stirling formula, giveConsequently ${\sum }_n{p}_{2n}$ diverges. By the recurrence criterion by return probabilities, the origin is a recurrent state; translation invariance then makes the whole walk recurrent.

For three independent walks, the probability that all three are at the origin at time $2n$ isThis P-series is convergent, so the first of the Borel-Cantelli lemmas says that simultaneous returns occur only finitely often with probability one. Therefore the requested probability is