Paper 4, Section I, H

Markov Chains
Part IB, 2021

Show that the simple symmetric random walk on Z\mathbb{Z} is recurrent.

Three particles perform independent simple symmetric random walks on Z\mathbb{Z}. What is the probability that they are all simultaneously at 0 infinitely often? Justify your answer.

[You may assume without proof that there exist constants A,B>0A, B>0 such that An(n/e)nn!Bn(n/e)nA \sqrt{n}(n / e)^{n} \leqslant n ! \leqslant B \sqrt{n}(n / e)^{n} for all positive integers n.]\left.n .\right]