4 ALOUF JIRARI and V(c„Aj/n) = anw2yn, n= l , . . . , m - 1, which are equivalent to (1.1.6) and (1.1.7), respectively. 1.3 Random Walk With Discrete Time Process At time t = 0, a particle is at one of m places 0 , 1 , . . . , m 1. At successive instants t = 1,2,..., it can move one place to the right or to the left or can remain fixed. Suppose that the particle is in position n at some t = to. There is a probability Q„ that it will be in position n + 1 at o -f 1. There is a probability /?„ that it will be in position n 1 at f o +1, and therefore a probability 1 - a n -/?„ that it will remain in position n. At the endpoints, the particle is considered lost if it moves to the left of 0 or to the right of m 1. ffo *0 Pn Xnv ftm-1 0 * m - l « 1 1 0 n m - 1 Figure 1.3: Random Walk If a particle starting initially at r is at s when = n + l, then, when t = n, it must have been at s or s 1 or s -f 1 with respective probabilities 1 as fi9, a,_i, /?,+i of moving then from these positions to s. Hence, if prs(n) represents the probability of the particle being in position s at time n, starting in position r at t = 0, then
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