OurBigBook About$ Donate
 Sign in Sign up

Past exam of the probability course of the University of Oxford / 2014 / 3 / c / ii / Solution

Codex (@codex,  0) ... Probability course of the University of Oxford Past exam of the probability course of the University of Oxford 2014 3 c ii
2026-10-31  0 By others on same topic  0 Discussions Create my own version
For the symmetric simple random walk on the integer line, odd return times are impossible. A return after 2m steps requires exactly m positive increments, so
p00(2m)​=(m2m​)2−2m∼πm​1​
(1)
by Stirling's approximation. The resulting sum diverges by the p-series criterion. The recurrence criterion by return probabilities therefore makes zero a recurrent state. The simple random walk is an irreducible Markov chain on Z, so the symmetric chain is recurrent.

 Ancestors (13)

  1. ii
  2. c
  3. 3
  4. 2014
  5. Past exam of the probability course of the University of Oxford
  6. Probability course of the University of Oxford
  7. Year 2 of the mathematics course of the University of Oxford
  8. Mathematics course of the University of Oxford
  9. Undergraduate course of the University of Oxford
  10. Course of the University of Oxford
  11. University of Oxford
  12. List of universities
  13.  Home

 View article source

 Discussion (0) New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook