Let p = . In this case, Sn as defined bynSn= a + ΣXi=1is the simple symmetric random walk. Stirling's approximation states thatn! ~ n" e¯" √ 2πn (²) "as n→ ∞.Suppose a = 0. Write an exact expression for P(Sn = b), where b € {0, ±1, ±2,...}.Use Stirling's approximation to demonstrate that when n is large,P(Sn = b) ~ √ ²2/1 EXP (-21)expπη2n

Given and a=0, we have:For a simple symmetric random walk, each Xi can be with probabilit .…

Answered: Let p = 1. In this case, Sn as defined…

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter5: Orthogonality

Section5.3: The Gram-schmidt Process And The Qr Factorization

Problem 11AEXP

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