Math Problem Statement

Find the number of paths for the simple random walk which go from (0, 0), i.e. S0 = 0, to (n, v), i.e. Sn = v

Solution

The number of paths for a simple random walk from (0,0)(0, 0) to (n,v)(n, v) is a classic combinatorial problem in probability theory. In a simple random walk, at each step, the walker either moves up by 1 unit or down by 1 unit. Given this, the total number of steps up and steps down must satisfy certain conditions for the walker to end up at the desired point (n,v)(n, v).

Conditions:

  • The random walk starts at (0,0)(0, 0).
  • After nn steps, the position must be vv, meaning the total displacement is vv.
  • At each step, the walker can either move up (+1) or down (-1).

Solution:

Let the number of steps up be denoted as UU and the number of steps down as DD. Then:

  • The total number of steps is U+D=nU + D = n.
  • The net displacement after nn steps must be vv, meaning UD=vU - D = v.

From these two equations, we can solve for UU and DD:

  • Adding the two equations: 2U=n+v2U = n + v, so U=n+v2U = \frac{n + v}{2}.
  • Subtracting the second equation from the first: 2D=nv2D = n - v, so D=nv2D = \frac{n - v}{2}.

Thus, the number of steps up is U=n+v2U = \frac{n + v}{2}, and the number of steps down is D=nv2D = \frac{n - v}{2}.

Feasibility Conditions:

For UU and DD to be non-negative integers:

  • n+vn + v must be even (so that UU is an integer).
  • nvn - v must also be even (so that DD is an integer).
  • U0U \geq 0 and D0D \geq 0, which implies nvn-n \leq v \leq n.

Combinatorics:

Given that UU steps are up and DD steps are down, the number of distinct paths is given by the number of ways to choose UU upward steps from the nn total steps. This is a binomial coefficient: (nU)=(nn+v2).\binom{n}{U} = \binom{n}{\frac{n+v}{2}}.

Final Answer:

The number of paths for a simple random walk from (0,0)(0, 0) to (n,v)(n, v) is: (nn+v2),\binom{n}{\frac{n+v}{2}}, subject to the conditions that n+vn + v is even and nvn-n \leq v \leq n.

Would you like further details or explanations on any part of the solution?


Here are 5 related questions that you may find interesting:

  1. What is the expected value of the position after nn steps in a simple random walk?
  2. How does the variance of the position in a simple random walk evolve with nn?
  3. How would the answer change if the walk was biased (i.e., probabilities for up and down are not equal)?
  4. How many paths return to the origin (0,0)(0, 0) after 2n2n steps in a simple random walk?
  5. Can you calculate the number of paths to reach (n,v)(n, v) using generating functions?

Tip: Symmetry plays a crucial role in many random walk problems. For unbiased random walks, paths leading up or down from a given point are equally likely.

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Math Problem Analysis

Mathematical Concepts

Combinatorics
Probability Theory
Random Walks

Formulas

U + D = n
U - D = v
U = (n + v) / 2
D = (n - v) / 2
Binomial Coefficient: C(n, U) = C(n, (n+v)/2)

Theorems

Binomial Coefficient
Symmetry in Random Walks

Suitable Grade Level

Undergraduate Probability or Combinatorics