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1.2 Probability - Random Walk Given Pr(Zi = -1) = Pr(Zi = -1) = 2. Xo = 0, Xi = Xi-1+ Zi 1. Find Pr(Xk
1.2 Probability - Random Walk Given Pr(Zi = -1) = Pr(Zi = -1) = 2. Xo = 0, Xi = Xi-1+ Zi 1. Find Pr(Xk = 0). Leave answers as binomial coefficients. 2. Find E[Xi], Var [Xi] 3. Find Pr(Xk = n) 4. Given 0 < k < i, find Pr(Xi|Xk), EXi|Xk], Var Xi|Xk]
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Stochastic Calculus And Applications
Authors: Samuel N Cohen, Robert J Elliott
2nd Edition
1493928678, 9781493928675
