I know that for the infinite 1-D random walk, it is persistent (my professor showed us by showing that, so
), which makes me think that that the semi-infinite walk is also persistent, but I'm having a hard time showing it. The problem I was given is below, any help would be greatly appreciated.
below is the probability of the first return (or visit) to state j starting in state i
A random walk is defined on the integers {0,1,2,3,...} with the following
transition probabilities:
,
,
Determine whether the walk is transient or persistent. [Hint: relate the walk
to the standard symmetric walk on the integers. The standard symmetric walk is persistent, thus. By conditioning on the first step of the walk starting at 0, use this to compute
for the walk on the half-line given above].


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