1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Markov chains

  1. Sep 27, 2009 #1
    1. The problem statement, all variables and given/known data
    Let Y1,Y2,.... be independent identically distributed random variables with
    P(Y1=1) = P(Y1=-1) = 1/2 and set X0 = 1, Xn=X0 + Y1 +...+ Yn for n >= 1. Define
    H0 = inf { n >= 0 : Xn = 0}.
    Find the probability generating function Φ(s) = E(sH0).

    2. Relevant equations

    3. The attempt at a solution
    Actually, this is grad. level course, but
    I do not have much some background about probability.
    I don't know whether I can get the values of X2, X3,... Xn by using Y1 =1 = Y1 = -1...
    Is it possible?
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted

Similar Discussions: Markov chains
  1. Markov Chains (Replies: 9)

  2. Markov chain (Replies: 0)

  3. Markov chains (Replies: 0)

  4. Markov Chain (Replies: 1)

  5. Markov Chain (Replies: 1)