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3. (Biased simple random walk) In class we showed how to derive Brownian motion from symmetric simple random walk. Here, we take Snt = Xi+

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3. (Biased simple random walk) In class we showed how to derive Brownian motion from symmetric simple random walk. Here, we take Snt = Xi+ ...+ Xnt, where P(X, = 1) = + P(X = -1) =- Vn for all i = 1, 2, . . . (a) Find the limiting distribution of Sat in the limit n -+ co

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