Paper 2, Section II, 10E
(a) Alanya repeatedly rolls a fair six-sided die. What is the probability that the first number she rolls is a 1 , given that she rolls a 1 before she rolls a
(b) Let be a simple symmetric random walk on the integers starting at , that is,
where is a sequence of IID random variables with . Let be the time that the walk first hits 0 .
(i) Let be a positive integer. For , calculate the probability that the walk hits 0 before it hits .
(ii) Let and let be the event that the walk hits 0 before it hits 3 . Find . Hence find .
(iii) Let and let be the event that the walk hits 0 before it hits 4 . Find .
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