MediumStochastic Processes

Random Walk Recurrence

Two SigmaDE Shaw

A symmetric random walk on the integers starts at 0 (each step ±1 with probability 1/2). What is the probability it ever returns to 0?

Hints

Is the 1-D symmetric walk recurrent or transient?

Sign in to reveal the full worked solution, check your answer instantly, and track your progress with spaced-repetition review.