What's the easiest way to show that a random walk can go arbitrarily far?

116 Views Asked by At

Let's consider the simplest situation. On the one dimensional line of integers, and we starts from the origin. Each time we either move left or right (at the same probability) for 1 unit. How do I show that, for however large $m$, the probability that we eventually go farther than $m$ units from the origin is $1$?

1

There are 1 best solutions below

2
On BEST ANSWER

You might want to consider the following question: what's the probability of never going left (or right) more than $2m$ times in a row? What's the probability of always staying in the $[-m,m]$ interval in light of the previous answer?