Prove that
and
where the last sum extends over all non-negative [math]j[/math] and [math]k[/math] with [math]j+k \le n[/math]. Also show that this last expression may be rewritten as
Prove that if [math]n \ge 0[/math], then
Hint: Write the sum as
and explain why this is a coefficient in the product
Use this, together with Exercise, to show that
Using Stirling's Formula, prove that
Prove that
where the sum extends over all non-negative [math]j[/math] and [math]k[/math] such that [math]j + k \le n[/math]. Hint: Count how many ways one can place [math]n[/math] labelled balls in 3 labelled urns.
Using the result proved for the random walk in [math]{\mathbf R}^3[/math] in Example, explain why the probability of an eventual return in [math]{\mathbf R}^n[/math] is strictly less than one, for all [math]n \ge 3[/math]. Hint: Consider a random walk in [math]{\mathbf R}^n[/math] and disregard all but the first three coordinates of the particle's position.