expected value of particle position

**JJMC89** · October 13th 2011, 08:44 AM

Suppose that a particle starts at the origin of the real line and moves along the line in jumps of one unit. For each jump, the probability is $p \ (0\leq p \leq1)$ that the particle will jump one unit to the left and the probability is $1-p$ that the particle will jump one unit to the right. Find the expected value of the position of the particle after $n$ jumps.

**harish21** · October 13th 2011, 09:53 PM

suppose $Y_i = 1$ if the particle jumps to the right, and $Y_i = -1$ if it jumps to the left..
so $P(Y_i = 1) = (1-p)\;and\; P(Y_i\;=\;-1)=p$
If $X_n$ is the position of the particle after n jumps, you have:
$X_n = \sum_{i=1}^n Y_i$

now find $E(Y_i) \;and\; then\; E(X_n)$