Lecture 3 N

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The pancom welk pole

he random udk paoblem ie e he mot otudiet


Atii mecranies.
peoblemo in staioio Tuia polemo etades
mechanies. Hia
pouple to dimudate fion phonomena d a ompua
Bhe diMeneril ain ard ootion to t io the
Aame on randorn alk and
the pnoblem wrth hdever
he problem ia a conoider a parchi ele in 1D
a
wdker, who worKO a Betee each
It it îo head he toen a
stee he ips
tonuwand (nàgt). ita tail, he teken a
(lett). Fhe
a fain Coin. S, the chenees
he se tail ia the game - . he quetion
, at n the pRo balilty th the ken will lbe
a
point afte N runloen of ohepa, d in, P(r).
Fiat f al., each st in indeendent of dl the othen
notah
tai),
Ate, inde it ony 4epend1 on head o
Seond, toa no, we aJe only tonoiteiy
now,
Letore.
4. ater, we will genenlize tin
sle layth to be
teps, the pehde /waken will be in any
Now, aten N
ot the oleug atee poartione
-N, -Nt1,.,, 0, 4,.--, N-4, N
Sinoe a) the sepY are satey indeendent, he pmba
the
bhlty y ia it must be tue. Tin
h wdentand hio
the pecbaility hat a
a sueree of foy
what ie
,dht
will lae
be THHT. the sit outone
in tas
eomes wth a
prelabilty of . S, he grohabi lity
TH
mdye te peababithe, tpa a teu e
4 ptenn.
and ty
For a wak wite no tepo, P,0)=1
One e. P-4)= nd P4,)=
two tego, PEa2)
P(G0)=
Forz Ahaee sepa,
P4, ) - , and otheza
One ny might be dlen trom here ad,
an even oite
and veua Now, the neintd peo ba
kly a) ill le, the Frolabiity of apartalag a

tines the nunben of al dicnt


pnibe +euenees
epa. he numben Aegueneen with N ot
towada dd and
dingy ven y the equee of binomial diatabuh
NI N!
N

geting Ny fonuand oteps


S the proleabat betry

)
We odd as ell generaliz he proben wsth unbiae!
Gn. the head hyewo th rababi bt P nd
Na
N
thio neducEs to eUethion 4).
Hene, we have eplated
N loy m gven y, n=N
trom ), we
N! N N-N m
Probaalty tadt
he waen io
-E-(N-N)
at m ater Nle,

N, = 2

nI = Vann )
-ndn e
gnn n

n- n + T

the init n , we (an

very
lange in
Now, it
Rnnnl = n
-
given by (a) in euaion u) we
get,

= (N") hN-N+NamNhenNt ()
n
=NhNtnN-NN- Jaen e
N+nt1
Now,

Nn

+
N-m+
2

uhere We UAed the Tayln egonoin df nlgt) gin


Nd
= X- +

Mm and
N
N+m1,N-m
Nt+ N-m1)
l=(Nt1) In +Nas.
NA(N4)

m
Since
tln &N
ignong N

+Nh
- m

+NL
m

hN-An +N +Nae -} AN +h

where
-Anon'a

NbtNn= - N +Nn 2 = 0
whee
N

VTN
eta lonet We had dep log
teue he ontuoua lêwil.
-1, he poaition fnom the
tren b, - m. Now letá \et taue 0. Ab0, 04
each e io tuen afle a time idevdd of
hene
0. Se, aer N oBeps, the total tine to t- Na
No, we ealaulde the gaolailty lem)ax, ht
an

he poaiele in buey to be ound loeueen x and ztdx,


Scom he hat en te paatalility
thot the pari oke tound bohupen M and mtA.

P{un) 4m =
It might t nat anee seem hat

abou bchen
and =44. tere
=14. An= 8. Bud when
toke an even
Am, pu
humlber of cep gou an only lond on 8,40,12 and d4.
The Aame Yon sdd luynee? o eo- 941,19, 80,
Am io Treally 4, nd not 8, and this is ahy
.. Plz,) 4x= e AX

Pat) Az = e
2

1
dx
4mDt

uhioh io caled the ddlon eo-


D=
yolababty enty o
ia en given by,
efheed. ke
Pt) =

Coneciok
YnaKe aOnmeehon to ithuion, tue an ite the
a

praleablty shodachie dilerenee equalon. Aet w


Oide he yrolkabilty
he yaolabilty t he parhele
=ml ime
at a trne ten (N)2. For tio to tagpey the
partele as to be etthen t -(a-)! on 1-(n+d1
at t N2.

P(, y) tPlmde, Na)


Pkt+2)-Plt)|
Pat)Pltlt)
Pat:2)-P)
R4)-Pe)

2
dt

2
t

tomous rthuaton eoton, We uil laten ohow


10 the

ohaplen td te sclutiam to this ditfuitx


Jhion
exady ouT Pet) 1 4Dt
cqation
Povtmenta on Rolboblty bietn,bion o rondon

hio in a Gaunian paba bility dhotwLuion


aa lmit in the Linommàal
tound Ctter taaiy
unchon in
randan uwdk. The dietibuhon Plt)
dsta ion
=0.
dwiouly
boo ike as our inn the
Jt
a
pariadan ime t
tuneton o .
uetion , the Pet)
As hown in the
te4000

t dterent ine
time e t=Q000
t000
t ineaNes, the
aph. You see
diotil-uhon ckoreses
the under
asea
the
it
he UVe
(you an
peax of the
The idea of dedvahve and statiÝn any
Wing the
poinba)
X=0 Nanbt
we diwde Pot)
t Hhen thein pea wll coineide to d. Houeer,
Can also divde ad they
will shlL oineide (Sinte io ust a conent)
We can Hhen 0mpane he
of the dictibutior
uwth tne pyerly Aince the
maima

tame heigd

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