The probability that Sn = 0 and the maximum of S, ..., San-1 equals k is the
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The probability that Sn = 0 and the maximum of S, ..., San-1 equals k is the same as P{S 2n = 2k}. Prove this,
(a) by reflection,
(b) by establishing a one-to-one correspondence between the corresponding paths.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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