32. For a simple random walk {Xn : n = 0,±1,±2, . . .}, discussed in Examples 12.12 and 12.21, show that

if n + j − i is an even nonnegative integer for which

and it is 0 otherwise.

Transcribed Image Text:

P(X = j | Xoi) = n n+j-ip(n+j-i)/(1 - p)(n-j+i)/2 2