Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 30K e Solution Created 2026-09-24 Updated 2026-09-25
The reflection map from part (d) bijects paths that hit and finish below with paths whose reflected endpoint lies strictly above . Since the reflected walk has the same distribution,Subtracting the corresponding identity at level gives
For a simple symmetric random walk,when and is even, and it is zero otherwise. Therefore the explicit answer iswhere a binomial coefficient is interpreted as zero when its lower argument is not an integer in . This is the point probability for the maximum of simple symmetric random walk.