In: Statistics and Probability
Use the reflection principle to find the number of paths for a simple random walk from S0=2 to S15= 5 that do not hit the level at k=6.
Answer:-
Given That:-
the number of paths for a simple random walk from =2 to = 5 that do not hit the level at k=6.we are using the reflection principle
Now we have to find the number of paths for a simple random work form. Given values .
By using the reflection principle
do not hit k = 6
Now we can show by graph:
From we can not any points
Here Either Hits k=6
(or) not
Consider Type 1 and Type 2.
Here
paths that hit k = 6 is Type (1)
paths that do not hit k = 6 is Type(2)
using Reflection principle at any path that
hit k = 6 and seen as path From to
Then total 2 to 5 Insteps
Total 2 to 5 = Type 1 + Type 2
Total 2 to 5 can be write as 3 ups + 6 ups +6 downs.
Type 1 can be written as 2 to 1 in 15 steps.
= 10 ups , 5 downs
That which
Total 2 to 5 Insteps = Type 1 + type 2