What is the expected value of a particle's position after n jumps?

uva123
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Homework Statement



Suppose that a particle starts at the origin of the real line and moves along the line in
jumps of one unit. For each jump, the probability is p that the particle will jump one unit to the left and the probability is (1-p) that the particle will jump one unit to the right.
Find the expected value of the position of the particle after n jumps.


Homework Equations



E(x)=\sumf(x)xdx from -infinity to +infinity (continuous case)
E(x)=\sumf(x)x for all x (discrete case)

The Attempt at a Solution



p(0<p<1) =>jumps one unit left
q=(1-p) =>jumps one unit right
 
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Well seeing how there are only two outcomes with n trials, how are the positions of the particle distributed?
 
im really not sure.
 
uva123 said:
im really not sure.

Which distributions do you know?
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
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