UCSD ECE 250 Handout # 18

(a) Find P{X10 = 10}. (b) Approximate P{−10 ≤ X100 ≤ 10} using the central limit theorem. (c) Find P{Xn = k}. 2. Absolute-value random walk. Consider the symmetric random walk Xn in the previous problem. Define the absolute value random process Yn = |Xn|. (a) Find P{Yn = k}. (b) Find P{max1≤i<20 Yi = 10 |Y20 = 0}. 3. A random process. Let Xn = Zn−1 + Zn for n ≥ 1, where Z0, Z1, Z2, . . . are i.i.d. ∼ N(0, 1).