Let $T$ be the random variable, defined on $\Omega$ and taking values in $\mathbb { N }$, equal to the first instant when the particle returns to the origin, if this instant exists, and equal to 0 if the particle never returns to the origin: $$\forall \omega \in \Omega , \quad T ( \omega ) = \begin{cases} 0 & \text { if } \forall k \in \mathbb { N } ^ { * } , S _ { k } ( \omega ) \neq 0 \\ \min \left\{ k \in \mathbb { N } ^ { * } \mid S _ { k } ( \omega ) = 0 \right\} & \text { otherwise } \end{cases}$$ Show that $T$ takes even values and that, for all $n \in \mathbb { N } , \mathbb { P } ( T = 2 n + 2 ) = 2 C _ { n } p ^ { n + 1 } ( 1 - p ) ^ { n + 1 }$.
Let $T$ be the random variable, defined on $\Omega$ and taking values in $\mathbb { N }$, equal to the first instant when the particle returns to the origin, if this instant exists, and equal to 0 if the particle never returns to the origin:
$$\forall \omega \in \Omega , \quad T ( \omega ) = \begin{cases} 0 & \text { if } \forall k \in \mathbb { N } ^ { * } , S _ { k } ( \omega ) \neq 0 \\ \min \left\{ k \in \mathbb { N } ^ { * } \mid S _ { k } ( \omega ) = 0 \right\} & \text { otherwise } \end{cases}$$
Show that $T$ takes even values and that, for all $n \in \mathbb { N } , \mathbb { P } ( T = 2 n + 2 ) = 2 C _ { n } p ^ { n + 1 } ( 1 - p ) ^ { n + 1 }$.